+71.3%
MA vs HL
+272.8%
-201.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.5% |
| 7D | +2.3% | +8.9% | -6.6% | +2.1% |
| 30D | +14.7% | -10.1% | +24.7% | +14.8% |
| 3M | +13.5% | -7.0% | +20.5% | +13.4% |
| 6M | +33.1% | -18.8% | +51.9% | +33.3% |
| YTD | +15.1% | -23.1% | +38.2% | +14.7% |
| 1Y | +18.7% | +8.9% | +9.8% | +16.7% |
| All | +71.3% | +272.8% | -201.5% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling