+48.6%
MS vs HL
+116.7%
-68.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +2.5% | +7.1% | -4.6% | +1.5% |
| 30D | 0.0% | +21.4% | -21.5% | -2.9% |
| 3M | +2.4% | +37.4% | -35.0% | -2.5% |
| 6M | +36.4% | +0.4% | +36.0% | +33.7% |
| YTD | +23.8% | +6.7% | +17.1% | +18.7% |
| 1Y | +48.6% | +102.4% | -53.7% | +33.6% |
| All | +48.6% | +116.7% | -68.1% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling