+342.0%
HLT vs MDB
+978.8%
-636.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.7% |
| 7D | -2.4% | -18.0% | +15.6% | -0.2% |
| 30D | -4.1% | -10.7% | +6.6% | -3.1% |
| 3M | -10.6% | +1.0% | -11.6% | -11.4% |
| 6M | +2.0% | +31.6% | -29.6% | -3.2% |
| YTD | +6.1% | -15.2% | +21.3% | +5.7% |
| 1Y | +9.8% | +10.1% | -0.3% | +4.9% |
| 3Y | +99.0% | -5.6% | +104.7% | +84.1% |
| 5Y | +151.5% | -24.5% | +176.0% | +122.6% |
| All | +342.0% | +978.8% | -636.8% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling