-18.6%
HAL vs MNST
+301.8%
-320.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.2% | +1.2% |
| 7D | -12.0% | -3.4% | -8.5% | -11.0% |
| 30D | +0.3% | +6.6% | -6.3% | -2.1% |
| 3M | -1.6% | -2.9% | +1.3% | -1.1% |
| 6M | -20.5% | +18.4% | -38.9% | -26.0% |
| YTD | +14.2% | +19.3% | -5.0% | +5.4% |
| 1Y | +18.9% | +37.9% | -19.0% | +3.6% |
| 3Y | -13.7% | +62.9% | -76.6% | -31.2% |
| 5Y | +42.2% | +99.6% | -57.4% | 0.0% |
| All | -18.6% | +301.8% | -320.4% | -53.6% |
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