+249.6%
HL vs MDT
+57.0%
+192.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -2.5% |
| 7D | -11.1% | +1.0% | -12.2% | -11.4% |
| 30D | -12.1% | +9.2% | -21.2% | -14.6% |
| 3M | -26.1% | +14.5% | -40.6% | -29.6% |
| 6M | -37.7% | +37.3% | -75.0% | -45.3% |
| YTD | -31.7% | +9.8% | -41.5% | -32.7% |
| 1Y | -11.6% | +10.5% | -22.2% | -13.5% |
| 3Y | +249.6% | +57.4% | +192.2% | +156.4% |
| All | +249.6% | +57.0% | +192.7% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 3y: compounded portfolio wealth divided by compounded MDT 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…
3y analysis · Full analysis span regression · 6 months rolling