+553.7%
MS vs HAL
-18.9%
+572.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +0.8% | -6.5% | +7.3% | +3.2% |
| 30D | -0.7% | -2.1% | +1.4% | -0.2% |
| 3M | -12.4% | -4.9% | -7.5% | -11.3% |
| 6M | -1.7% | -19.3% | +17.6% | +4.6% |
| YTD | +8.0% | +14.3% | -6.3% | +0.4% |
| 1Y | +16.2% | +17.3% | -1.1% | +6.8% |
| 3Y | +171.3% | -10.9% | +182.2% | +167.0% |
| 5Y | +124.8% | +47.4% | +77.4% | +69.1% |
| 10Y | +553.7% | -20.8% | +574.5% | +359.9% |
| All | +553.7% | -18.9% | +572.6% | +359.9% |
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