+131.7%
HST vs MLM
+161.0%
-29.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.0% |
| 7D | -2.7% | -4.1% | +1.4% | -0.4% |
| 30D | +10.7% | +8.2% | +2.5% | +6.0% |
| 3M | +6.3% | -3.6% | +9.8% | +8.0% |
| 6M | +19.0% | -15.6% | +34.5% | +29.0% |
| YTD | +47.0% | -16.4% | +63.5% | +59.5% |
| 1Y | +53.4% | -14.3% | +67.8% | +64.1% |
| 3Y | +78.0% | +19.3% | +58.7% | +55.0% |
| 5Y | +71.7% | +29.6% | +42.1% | +39.6% |
| All | +131.7% | +161.0% | -29.3% | +24.4% |
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