+8.9%
HL vs MLM
-14.5%
+23.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +3.3% |
| 7D | +8.9% | -4.1% | +13.1% | +12.4% |
| 30D | -10.1% | +8.2% | -18.2% | -15.5% |
| 3M | -7.0% | -3.6% | -3.5% | -4.6% |
| 6M | -18.8% | -15.6% | -3.2% | -8.4% |
| YTD | -23.1% | -16.4% | -6.7% | -14.6% |
| 1Y | +8.9% | -14.3% | +23.2% | +18.2% |
| All | +8.9% | -14.5% | +23.4% | +18.2% |
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 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