+228.7%
HL vs MXL
+40.1%
+188.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -2.4% |
| 7D | -4.4% | +18.9% | -23.2% | -7.0% |
| 30D | +9.3% | +0.3% | +9.0% | +8.6% |
| 3M | +32.0% | -8.0% | +40.0% | +29.6% |
| 6M | -6.4% | +341.2% | -347.7% | -35.7% |
| YTD | +3.1% | +327.8% | -324.7% | -28.7% |
| 1Y | +77.6% | +364.9% | -287.3% | +19.7% |
| 3Y | +392.8% | +229.2% | +163.6% | +216.8% |
| All | +228.7% | +40.1% | +188.6% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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