+803.2%
MS vs HL
+254.2%
+549.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | 0.0% | +18.8% | -18.8% | -2.3% |
| 3M | +3.0% | +43.7% | -40.7% | -1.9% |
| 6M | +35.7% | -1.0% | +36.7% | +34.3% |
| YTD | +23.3% | +8.7% | +14.6% | +19.6% |
| 1Y | +44.7% | +105.0% | -60.3% | +29.1% |
| 3Y | +178.0% | +427.3% | -249.3% | +114.6% |
| 5Y | +143.2% | +249.3% | -106.1% | +90.7% |
| 10Y | +803.2% | +284.2% | +519.0% | +472.4% |
| All | +803.2% | +254.2% | +549.0% | +472.4% |
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