+591.2%
HST vs MLM
+3,039.4%
-2,448.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.5% | -3.0% |
| 7D | -4.2% | -1.2% | -2.9% | -3.5% |
| 30D | +9.6% | +7.9% | +1.6% | +5.3% |
| 3M | -1.1% | -4.5% | +3.4% | +1.0% |
| 6M | +21.1% | -12.6% | +33.7% | +28.5% |
| YTD | +47.1% | -14.9% | +62.0% | +57.5% |
| 1Y | +64.0% | -13.1% | +77.1% | +73.6% |
| 3Y | +77.1% | +21.2% | +55.9% | +55.4% |
| 5Y | +71.8% | +32.0% | +39.7% | +42.0% |
| 10Y | +146.3% | +195.3% | -49.0% | +26.5% |
| All | +591.2% | +3,039.4% | -2,448.2% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling