+133.9%
HL vs MLM
-15.9%
+149.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.3% |
| 7D | +1.5% | -2.9% | +4.4% | +3.5% |
| 30D | +25.1% | -6.8% | +31.9% | +31.0% |
| 3M | +22.9% | -11.2% | +34.1% | +31.9% |
| 6M | -4.9% | -21.8% | +16.9% | +9.9% |
| YTD | +7.8% | -17.0% | +24.8% | +21.9% |
| 1Y | +133.9% | -16.4% | +150.3% | +156.1% |
| All | +133.9% | -15.9% | +149.7% | +156.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling