-19.5%
HAL vs MNST
+327.8%
-347.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -6.5% | -3.9% | -2.6% | -5.3% |
| 30D | -2.1% | +3.9% | -6.0% | -3.7% |
| 3M | -4.9% | -0.8% | -4.0% | -5.1% |
| 6M | -19.3% | +5.1% | -24.4% | -21.5% |
| YTD | +14.3% | +18.3% | -4.0% | +5.7% |
| 1Y | +17.3% | +29.5% | -12.2% | +4.6% |
| 3Y | -10.9% | +64.0% | -74.9% | -29.4% |
| 5Y | +47.4% | +97.2% | -49.8% | +3.9% |
| All | -19.5% | +327.8% | -347.3% | -54.0% |
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