-14.9%
HAL vs MNST
+344.7%
-359.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.2% | +2.5% |
| 7D | +6.1% | +1.6% | +4.5% | +5.5% |
| 30D | +2.9% | +5.1% | -2.2% | +0.9% |
| 3M | +3.3% | -0.5% | +3.8% | +3.0% |
| 6M | -16.9% | +8.1% | -25.1% | -19.9% |
| YTD | +21.2% | +21.2% | 0.0% | +11.1% |
| 1Y | +27.5% | +30.7% | -3.2% | +13.5% |
| 3Y | -6.4% | +67.3% | -73.7% | -26.3% |
| 5Y | +58.0% | +101.9% | -43.9% | +10.5% |
| All | -14.9% | +344.7% | -359.6% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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