+553.7%
MS vs HL
+110.9%
+442.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +1.2% |
| 7D | +0.8% | +8.2% | -7.4% | -0.3% |
| 30D | -0.7% | -16.3% | +15.6% | +1.3% |
| 3M | -12.4% | -18.6% | +6.2% | -10.6% |
| 6M | -1.7% | -23.2% | +21.4% | +0.4% |
| YTD | +8.0% | -25.5% | +33.5% | +9.4% |
| 1Y | +16.2% | -4.8% | +21.0% | +14.0% |
| 3Y | +171.3% | +281.4% | -110.1% | +117.0% |
| 5Y | +124.8% | +137.8% | -13.1% | +83.8% |
| 10Y | +553.7% | +135.5% | +418.2% | +330.3% |
| All | +553.7% | +110.9% | +442.8% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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