+634.9%
HLT vs MXL
+740.7%
-105.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -1.0% |
| 7D | -1.6% | +18.9% | -20.5% | -4.0% |
| 30D | -5.0% | +0.3% | -5.3% | -5.6% |
| 3M | -10.4% | -8.0% | -2.4% | -12.5% |
| 6M | +3.2% | +341.2% | -338.0% | -27.1% |
| YTD | +6.7% | +327.8% | -321.1% | -24.7% |
| 1Y | +10.3% | +364.9% | -354.6% | -24.3% |
| 3Y | +99.3% | +229.2% | -129.9% | +31.1% |
| 5Y | +143.7% | +42.8% | +100.9% | +81.0% |
| 10Y | +584.7% | +303.1% | +281.7% | +267.0% |
| All | +634.9% | +740.7% | -105.8% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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