-16.8%
HAL vs MLM
+140.5%
-157.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.1% | +3.8% |
| 7D | -0.2% | -5.8% | +5.6% | +3.0% |
| 30D | +1.0% | +9.8% | -8.8% | -4.5% |
| 3M | -2.1% | -5.2% | +3.1% | +0.1% |
| 6M | -17.5% | -10.3% | -7.2% | -14.6% |
| YTD | +18.1% | -15.5% | +33.6% | +24.7% |
| 1Y | +19.7% | -15.0% | +34.8% | +25.8% |
| 3Y | -7.9% | +17.5% | -25.4% | -23.1% |
| 5Y | +53.1% | +30.5% | +22.5% | +14.3% |
| 10Y | -16.8% | +145.5% | -162.3% | -61.3% |
| All | -16.8% | +140.5% | -157.3% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling