+13,824.1%
MA vs HL
+356.4%
+13,467.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -2.7% | +1.5% | -4.2% | -2.9% |
| 30D | +1.5% | +25.1% | -23.5% | -1.2% |
| 3M | +20.4% | +22.9% | -2.5% | +16.8% |
| 6M | +11.1% | -4.9% | +16.0% | +10.3% |
| YTD | +2.0% | +7.8% | -5.9% | -1.3% |
| 1Y | -2.2% | +133.9% | -136.0% | -14.4% |
| 3Y | +41.9% | +380.9% | -339.0% | +9.6% |
| 5Y | +75.4% | +230.2% | -154.9% | +37.3% |
| 10Y | +527.5% | +265.6% | +262.0% | +330.9% |
| All | +13,824.1% | +356.4% | +13,467.8% | +6,332.3% |
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