+145.1%
MS vs HAL
+104.8%
+40.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.4% | +2.9% | -1.6% | +0.6% |
| 30D | -0.3% | +17.0% | -17.3% | -4.5% |
| 3M | +0.3% | -9.7% | +9.9% | +2.6% |
| 6M | +31.3% | +8.6% | +22.7% | +26.9% |
| YTD | +24.7% | +33.0% | -8.3% | +13.3% |
| 1Y | +47.9% | +68.3% | -20.4% | +24.5% |
| 3Y | +178.3% | +0.1% | +178.2% | +163.7% |
| All | +145.1% | +104.8% | +40.3% | +67.4% |
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