+48.6%
HAS vs MLM
+23.5%
+25.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | -0.2% | -4.1% | +4.0% | +1.7% |
| 30D | +31.0% | +8.2% | +22.9% | +26.3% |
| 3M | +30.7% | -3.6% | +34.2% | +32.5% |
| 6M | +23.9% | -15.6% | +39.5% | +32.6% |
| YTD | +48.3% | -16.4% | +64.7% | +58.4% |
| 1Y | +60.2% | -14.3% | +74.6% | +69.0% |
| 3Y | +189.2% | +19.3% | +169.9% | +151.3% |
| All | +48.6% | +23.5% | +25.0% | +22.2% |
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