+174.8%
MS vs HAL
-10.0%
+184.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +0.7% | -7.9% | +8.6% | +2.9% |
| 30D | -0.9% | -2.1% | +1.1% | -0.6% |
| 3M | -13.0% | +0.4% | -13.4% | -13.6% |
| 6M | -2.0% | -19.2% | +17.3% | +3.1% |
| YTD | +7.8% | +14.4% | -6.6% | 0.0% |
| 1Y | +17.9% | +18.0% | -0.1% | +8.0% |
| 3Y | +174.8% | -9.7% | +184.5% | +164.0% |
| All | +174.8% | -10.0% | +184.8% | +164.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling