+71.8%
HST vs MLM
+30.6%
+41.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.5% | -2.9% |
| 7D | -4.2% | -1.2% | -2.9% | -3.5% |
| 30D | +9.6% | +7.9% | +1.6% | +5.2% |
| 3M | -1.1% | -4.5% | +3.4% | +1.1% |
| 6M | +21.1% | -12.6% | +33.7% | +28.8% |
| YTD | +47.1% | -14.9% | +62.0% | +57.7% |
| 1Y | +64.0% | -13.1% | +77.1% | +73.6% |
| 3Y | +77.1% | +21.2% | +55.9% | +50.4% |
| 5Y | +71.8% | +32.0% | +39.7% | +31.9% |
| All | +71.8% | +30.6% | +41.1% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling