+5,256.1%
MS vs HL
+92.8%
+5,163.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.7% |
| 7D | -1.6% | +8.9% | -10.5% | -2.3% |
| 30D | -3.8% | -10.1% | +6.3% | -3.0% |
| 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% | +5.4% |
| 1Y | +13.5% | +8.9% | +4.7% | +10.9% |
| 3Y | +160.4% | +255.0% | -94.6% | +124.6% |
| 5Y | +112.9% | +151.5% | -38.6% | +85.1% |
| 10Y | +633.4% | +138.4% | +495.0% | +493.0% |
| All | +5,256.1% | +92.8% | +5,163.3% | +3,993.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling