+794.6%
HLT vs MLM
+497.7%
+296.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | +0.8% | -2.0% | +2.8% | +1.7% |
| 30D | +13.1% | +9.5% | +3.6% | +8.9% |
| 3M | +15.6% | -4.7% | +20.3% | +17.7% |
| 6M | +19.0% | -10.7% | +29.7% | +23.4% |
| YTD | +29.9% | -16.6% | +46.5% | +38.1% |
| 1Y | +35.9% | -15.4% | +51.3% | +43.5% |
| 3Y | +132.1% | +15.9% | +116.1% | +111.9% |
| 5Y | +163.4% | +27.1% | +136.3% | +128.1% |
| 10Y | +696.7% | +142.3% | +554.3% | +410.3% |
| All | +794.6% | +497.7% | +296.9% | +336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling