+655.0%
HAL vs MLM
+3,210.3%
-2,555.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -4.2% |
| 7D | -7.7% | +9.1% | -16.8% | -11.4% |
| 30D | +0.7% | +14.6% | -14.0% | -5.5% |
| 3M | +2.5% | +0.3% | +2.2% | +1.8% |
| 6M | -20.7% | -7.5% | -13.2% | -19.5% |
| YTD | +18.4% | -10.2% | +28.6% | +20.7% |
| 1Y | +25.6% | -10.5% | +36.1% | +28.0% |
| 3Y | -12.3% | +27.8% | -40.1% | -25.2% |
| 5Y | +48.4% | +38.9% | +9.5% | +18.7% |
| 10Y | -13.7% | +211.4% | -225.1% | -51.7% |
| All | +655.0% | +3,210.3% | -2,555.3% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling