+586.5%
HLT vs MLM
+203.1%
+383.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | -1.5% | -2.7% | +1.3% | -0.3% |
| 30D | -1.2% | -8.3% | +7.1% | +2.5% |
| 3M | -10.3% | -12.0% | +1.6% | -5.9% |
| 6M | +1.3% | -17.6% | +18.9% | +9.3% |
| YTD | +7.0% | -18.9% | +25.9% | +15.7% |
| 1Y | +11.9% | -17.6% | +29.5% | +19.9% |
| 3Y | +100.7% | +16.8% | +83.9% | +81.0% |
| 5Y | +147.5% | +41.0% | +106.5% | +102.3% |
| 10Y | +586.5% | +209.3% | +377.2% | +315.5% |
| All | +586.5% | +203.1% | +383.5% | +315.5% |
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