+13.5%
MS vs HL
+6.8%
+6.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.9% |
| 7D | -1.6% | +8.9% | -10.5% | -2.9% |
| 30D | -3.8% | -10.1% | +6.3% | -2.5% |
| 3M | -14.6% | -7.0% | -7.6% | -14.4% |
| 6M | -5.1% | -18.8% | +13.7% | -4.0% |
| YTD | +4.5% | -23.1% | +27.7% | +2.7% |
| 1Y | +13.5% | +8.9% | +4.7% | +1.9% |
| All | +13.5% | +6.8% | +6.8% | +1.9% |
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