+75.6%
HST vs MLM
-11.4%
+87.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.4% |
| 7D | +3.3% | +9.1% | -5.8% | -0.2% |
| 30D | +16.4% | +14.6% | +1.7% | +10.1% |
| 3M | +5.5% | +0.3% | +5.2% | +5.0% |
| 6M | +31.1% | -7.5% | +38.6% | +34.3% |
| YTD | +55.9% | -10.2% | +66.2% | +59.3% |
| 1Y | +75.6% | -10.5% | +86.1% | +79.6% |
| All | +75.6% | -11.4% | +87.0% | +79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling