+6,288.2%
MS vs HL
+170.5%
+6,117.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +1.4% | +1.5% | -0.1% | +1.2% |
| 30D | -0.3% | +25.1% | -25.3% | -2.4% |
| 3M | +0.3% | +22.9% | -22.6% | -1.9% |
| 6M | +31.3% | -4.9% | +36.2% | +30.9% |
| YTD | +24.7% | +7.8% | +16.8% | +22.2% |
| 1Y | +47.9% | +133.9% | -86.0% | +34.9% |
| 3Y | +178.3% | +380.9% | -202.6% | +133.8% |
| 5Y | +144.9% | +230.2% | -85.3% | +107.8% |
| 10Y | +804.5% | +265.6% | +539.0% | +605.1% |
| All | +6,288.2% | +170.5% | +6,117.7% | +4,647.2% |
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