-18.6%
HAL vs MLM
+185.4%
-204.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.7% |
| 7D | -12.0% | -4.1% | -7.9% | -10.1% |
| 30D | +0.3% | +8.2% | -7.9% | -4.3% |
| 3M | -1.6% | -3.6% | +2.0% | -0.3% |
| 6M | -20.5% | -15.6% | -4.9% | -14.9% |
| YTD | +14.2% | -16.4% | +30.7% | +21.3% |
| 1Y | +18.9% | -14.3% | +33.2% | +24.2% |
| 3Y | -13.7% | +19.3% | -33.0% | -28.5% |
| 5Y | +42.2% | +29.6% | +12.6% | +7.1% |
| All | -18.6% | +185.4% | -204.0% | -62.5% |
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