+6,288.2%
MS vs HAL
+665.5%
+5,622.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.4% | +2.9% | -1.6% | +0.2% |
| 30D | -0.3% | +17.0% | -17.3% | -6.4% |
| 3M | +0.3% | -9.7% | +9.9% | +3.3% |
| 6M | +31.3% | +8.6% | +22.7% | +25.1% |
| YTD | +24.7% | +33.0% | -8.3% | +9.4% |
| 1Y | +47.9% | +68.3% | -20.4% | +17.3% |
| 3Y | +178.3% | +0.1% | +178.2% | +161.6% |
| 5Y | +144.9% | +102.6% | +42.3% | +62.8% |
| 10Y | +804.5% | +3.8% | +800.7% | +555.3% |
| All | +6,288.2% | +665.5% | +5,622.7% | +2,407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling