+255.0%
HL vs MNST
+64.6%
+190.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +3.0% |
| 7D | +8.9% | -3.4% | +12.4% | +9.8% |
| 30D | -10.1% | +6.6% | -16.7% | -11.4% |
| 3M | -7.0% | -2.9% | -4.2% | -6.7% |
| 6M | -18.8% | +18.4% | -37.2% | -23.1% |
| YTD | -23.1% | +19.3% | -42.4% | -27.1% |
| 1Y | +8.9% | +37.9% | -29.0% | +0.1% |
| 3Y | +255.0% | +62.9% | +192.1% | +235.5% |
| All | +255.0% | +64.6% | +190.4% | +235.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling