+42.5%
HAL vs MLM
+30.6%
+11.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -1.7% |
| 7D | -11.1% | -1.2% | -9.9% | -10.8% |
| 30D | -2.4% | +7.9% | -10.4% | -4.9% |
| 3M | +0.8% | -4.5% | +5.2% | +1.9% |
| 6M | -22.8% | -12.6% | -10.2% | -20.3% |
| YTD | +14.5% | -14.9% | +29.4% | +18.3% |
| 1Y | +20.2% | -13.1% | +33.2% | +22.9% |
| 3Y | -15.2% | +21.2% | -36.4% | -25.6% |
| 5Y | +42.5% | +32.0% | +10.5% | +16.1% |
| All | +42.5% | +30.6% | +11.9% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling