+575.2%
HLT vs MKSI
+524.1%
+51.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.6% |
| 7D | -1.6% | +2.7% | -4.3% | -2.3% |
| 30D | -5.0% | -12.8% | +7.8% | -2.0% |
| 3M | -10.4% | -22.5% | +12.1% | -6.7% |
| 6M | +3.2% | +19.4% | -16.2% | -5.5% |
| YTD | +6.7% | +67.7% | -61.0% | -12.1% |
| 1Y | +10.3% | +131.4% | -121.1% | -18.6% |
| 3Y | +99.3% | +197.3% | -98.0% | +26.5% |
| 5Y | +143.7% | +87.0% | +56.7% | +72.0% |
| All | +575.2% | +524.1% | +51.1% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling