+632.8%
HST vs MLM
+3,210.3%
-2,577.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.1% |
| 7D | +3.3% | +9.1% | -5.8% | -1.3% |
| 30D | +16.4% | +14.6% | +1.7% | +8.3% |
| 3M | +5.5% | +0.3% | +5.2% | +5.0% |
| 6M | +31.1% | -7.5% | +38.6% | +35.0% |
| YTD | +55.9% | -10.2% | +66.2% | +62.4% |
| 1Y | +75.6% | -10.5% | +86.1% | +82.9% |
| 3Y | +87.8% | +27.8% | +59.9% | +60.2% |
| 5Y | +86.6% | +38.9% | +47.7% | +50.2% |
| 10Y | +161.1% | +211.4% | -50.3% | +30.4% |
| All | +632.8% | +3,210.3% | -2,577.5% | +79.9% |
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 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