+105.0%
HL vs MNST
+36.3%
+68.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +0.4% | -3.6% | +3.9% | +0.9% |
| 30D | +18.8% | -6.3% | +25.1% | +19.7% |
| 3M | +43.7% | -5.0% | +48.7% | +44.0% |
| 6M | -1.0% | +13.1% | -14.2% | -6.1% |
| YTD | +8.7% | +11.8% | -3.0% | +5.8% |
| 1Y | +105.0% | +35.2% | +69.8% | +121.3% |
| All | +105.0% | +36.3% | +68.7% | +121.3% |
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 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