+503.0%
MA vs HLT
+590.2%
-87.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.7% | -1.6% | -0.1% | -0.9% |
| 30D | +1.7% | -5.0% | +6.7% | +4.4% |
| 3M | +17.2% | -10.4% | +27.6% | +23.5% |
| 6M | +13.3% | +3.2% | +10.1% | +10.2% |
| YTD | +0.2% | +6.7% | -6.5% | -4.5% |
| 1Y | -2.7% | +10.3% | -13.0% | -9.1% |
| 3Y | +39.1% | +99.3% | -60.3% | -7.5% |
| 5Y | +68.8% | +143.7% | -74.9% | -2.2% |
| All | +503.0% | +590.2% | -87.2% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling