+135.5%
HL vs MNST
+305.0%
-169.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.0% |
| 7D | +8.2% | -3.9% | +12.1% | +9.9% |
| 30D | -16.3% | +3.9% | -20.2% | -17.7% |
| 3M | -18.6% | -0.8% | -17.7% | -18.7% |
| 6M | -23.2% | +5.1% | -28.3% | -25.4% |
| YTD | -25.5% | +18.3% | -43.8% | -31.2% |
| 1Y | -4.8% | +29.5% | -34.3% | -15.3% |
| 3Y | +281.4% | +64.0% | +217.4% | +202.0% |
| 5Y | +137.8% | +97.2% | +40.7% | +72.0% |
| 10Y | +135.5% | +328.4% | -193.0% | +39.2% |
| All | +135.5% | +305.0% | -169.5% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling