+243.3%
HL vs MNST
+81.5%
+161.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.5% |
| 7D | +7.1% | -4.1% | +11.2% | +8.5% |
| 30D | +21.4% | -4.5% | +25.9% | +23.0% |
| 3M | +37.4% | -2.5% | +39.9% | +37.7% |
| 6M | +0.4% | +14.1% | -13.7% | -5.6% |
| YTD | +6.7% | +12.6% | -5.9% | +0.9% |
| 1Y | +102.4% | +36.9% | +65.4% | +76.9% |
| 3Y | +417.4% | +53.1% | +364.3% | +329.9% |
| 5Y | +243.3% | +78.2% | +165.1% | +140.5% |
| All | +243.3% | +81.5% | +161.9% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling