+705.6%
HLT vs MLM
+140.5%
+565.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +0.1% | -5.8% | +5.9% | +2.8% |
| 30D | +15.1% | +9.8% | +5.2% | +10.3% |
| 3M | +19.8% | -5.2% | +25.0% | +22.3% |
| 6M | +19.6% | -10.3% | +29.8% | +24.1% |
| YTD | +31.4% | -15.5% | +46.9% | +39.4% |
| 1Y | +38.0% | -15.0% | +53.1% | +46.0% |
| 3Y | +134.7% | +17.5% | +117.2% | +110.6% |
| 5Y | +166.2% | +30.5% | +135.6% | +123.5% |
| 10Y | +705.6% | +145.5% | +560.1% | +391.9% |
| All | +705.6% | +140.5% | +565.1% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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