+133.9%
HL vs MNST
+37.8%
+96.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +1.5% | -6.5% | +8.0% | +2.5% |
| 30D | +25.1% | -7.2% | +32.3% | +26.4% |
| 3M | +22.9% | -1.0% | +23.9% | +22.1% |
| 6M | -4.9% | +11.5% | -16.4% | -9.7% |
| YTD | +7.8% | +14.3% | -6.5% | +4.5% |
| 1Y | +133.9% | +38.1% | +95.8% | +143.9% |
| All | +133.9% | +37.8% | +96.0% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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