+249.3%
HL vs MDB
-24.3%
+273.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +0.4% | -4.5% | +4.9% | +1.2% |
| 30D | +18.8% | -14.0% | +32.8% | +21.2% |
| 3M | +43.7% | +5.3% | +38.4% | +40.8% |
| 6M | -1.0% | +31.9% | -32.9% | -7.9% |
| YTD | +8.7% | -14.6% | +23.3% | +9.0% |
| 1Y | +105.0% | +8.2% | +96.8% | +96.5% |
| 3Y | +427.3% | -5.0% | +432.3% | +385.6% |
| 5Y | +249.3% | -24.5% | +273.8% | +200.3% |
| All | +249.3% | -24.3% | +273.6% | +200.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling