+542.0%
MS vs HL
+132.4%
+409.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | +5.1% | -11.1% | +16.2% | +6.6% |
| 30D | +5.7% | -12.1% | +17.8% | +7.2% |
| 3M | -12.2% | -26.1% | +13.9% | -9.3% |
| 6M | -0.5% | -37.7% | +37.2% | +4.3% |
| YTD | +9.8% | -31.7% | +41.5% | +12.4% |
| 1Y | +17.7% | -11.6% | +29.4% | +16.5% |
| 3Y | +176.8% | +249.6% | -72.8% | +123.6% |
| 5Y | +123.7% | +108.5% | +15.2% | +85.6% |
| All | +542.0% | +132.4% | +409.6% | +329.3% |
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