+607.1%
MS vs HL
+146.0%
+461.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.8% |
| 7D | -1.6% | +8.9% | -10.5% | -2.6% |
| 30D | -3.8% | -10.1% | +6.3% | -2.6% |
| 3M | -14.6% | -7.0% | -7.6% | -14.3% |
| 6M | -5.1% | -18.8% | +13.7% | -3.7% |
| YTD | +4.5% | -23.1% | +27.7% | +5.5% |
| 1Y | +13.5% | +8.9% | +4.7% | +9.6% |
| 3Y | +160.4% | +255.0% | -94.6% | +110.8% |
| 5Y | +112.9% | +151.5% | -38.6% | +73.6% |
| All | +607.1% | +146.0% | +461.1% | +363.6% |
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