+130.0%
HL vs MNST
+344.7%
-214.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.8% | -2.6% |
| 7D | -11.1% | +1.6% | -12.7% | -11.7% |
| 30D | -12.1% | +5.1% | -17.1% | -13.9% |
| 3M | -26.1% | -0.5% | -25.6% | -26.3% |
| 6M | -37.7% | +8.1% | -45.9% | -40.3% |
| YTD | -31.7% | +21.2% | -52.9% | -37.5% |
| 1Y | -11.6% | +30.7% | -42.4% | -21.6% |
| 3Y | +249.6% | +67.3% | +182.3% | +174.9% |
| 5Y | +108.5% | +101.9% | +6.7% | +49.5% |
| All | +130.0% | +344.7% | -214.7% | +32.3% |
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