+112.4%
MS vs HAL
+41.5%
+70.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -12.0% | +10.4% | +1.6% |
| 30D | -3.8% | +0.3% | -4.1% | -4.0% |
| 3M | -14.6% | -1.6% | -13.0% | -14.6% |
| 6M | -5.1% | -20.5% | +15.4% | -0.1% |
| YTD | +4.5% | +14.2% | -9.7% | -1.4% |
| 1Y | +13.5% | +18.9% | -5.3% | +5.7% |
| 3Y | +160.4% | -13.7% | +174.1% | +156.2% |
| All | +112.4% | +41.5% | +70.9% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling