+138.4%
HLT vs MDB
-25.4%
+163.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | -5.0% | -17.3% | +12.2% | -3.2% |
| 3M | -10.4% | +2.2% | -12.6% | -11.4% |
| 6M | +3.2% | +33.9% | -30.6% | -2.3% |
| YTD | +6.7% | -13.7% | +20.4% | +6.1% |
| 1Y | +10.3% | +9.1% | +1.2% | +5.4% |
| 3Y | +99.3% | -8.1% | +107.5% | +84.6% |
| All | +138.4% | -25.4% | +163.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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