+145.1%
MS vs HL
+235.4%
-90.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +1.4% | +1.5% | -0.1% | +1.1% |
| 30D | -0.3% | +25.1% | -25.3% | -3.7% |
| 3M | +0.3% | +22.9% | -22.6% | -3.3% |
| 6M | +31.3% | -4.9% | +36.2% | +30.4% |
| YTD | +24.7% | +7.8% | +16.8% | +20.1% |
| 1Y | +47.9% | +133.9% | -86.0% | +26.3% |
| 3Y | +178.3% | +380.9% | -202.6% | +104.0% |
| All | +145.1% | +235.4% | -90.4% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling