+542.0%
MS vs HAL
-13.9%
+555.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.3% |
| 7D | +5.1% | +6.1% | -1.0% | +2.9% |
| 30D | +5.7% | +2.9% | +2.8% | +4.4% |
| 3M | -12.2% | +3.3% | -15.5% | -13.6% |
| 6M | -0.5% | -16.9% | +16.4% | +4.9% |
| YTD | +9.8% | +21.2% | -11.4% | -0.1% |
| 1Y | +17.7% | +27.5% | -9.8% | +5.1% |
| 3Y | +176.8% | -6.4% | +183.3% | +167.8% |
| 5Y | +123.7% | +58.0% | +65.7% | +64.1% |
| All | +542.0% | -13.9% | +555.9% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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