+15,762.5%
MA vs HL
+215.4%
+15,547.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.7% | +1.2% |
| 7D | +1.8% | +8.2% | -6.4% | +0.8% |
| 30D | +11.8% | -16.3% | +28.1% | +13.7% |
| 3M | +17.2% | -18.6% | +35.7% | +19.0% |
| 6M | +33.4% | -23.2% | +56.6% | +35.3% |
| YTD | +16.1% | -25.5% | +41.6% | +16.5% |
| 1Y | +19.9% | -4.8% | +24.7% | +16.6% |
| 3Y | +70.1% | +281.4% | -211.3% | +34.4% |
| 5Y | +89.6% | +137.8% | -48.2% | +53.6% |
| 10Y | +568.4% | +135.5% | +433.0% | +382.7% |
| All | +15,762.5% | +215.4% | +15,547.1% | +7,497.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling