+133.9%
HL vs MDB
+18.3%
+115.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.6% |
| 7D | +1.5% | -17.4% | +18.9% | +5.4% |
| 30D | +25.1% | -2.0% | +27.1% | +23.7% |
| 3M | +22.9% | -3.0% | +25.9% | +21.8% |
| 6M | -4.9% | +48.7% | -53.6% | -18.6% |
| YTD | +7.8% | -12.1% | +20.0% | +10.3% |
| 1Y | +133.9% | +14.5% | +119.4% | +119.1% |
| All | +133.9% | +18.3% | +115.5% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling