+96.6%
HST vs MLM
+199.9%
-103.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.3% |
| 7D | -1.0% | -2.9% | +1.9% | +0.5% |
| 30D | -12.3% | -6.8% | -5.4% | -9.0% |
| 3M | -6.4% | -11.2% | +4.9% | -1.0% |
| 6M | +15.0% | -21.8% | +36.8% | +30.0% |
| YTD | +30.5% | -17.0% | +47.5% | +42.2% |
| 1Y | +35.7% | -16.4% | +52.0% | +46.7% |
| 3Y | +68.4% | +14.5% | +53.9% | +50.2% |
| 5Y | +73.1% | +41.7% | +31.4% | +34.5% |
| All | +96.6% | +199.9% | -103.3% | +0.3% |
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