-10.5%
MLM vs HBM
+47.3%
-57.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +1.9% |
| 7D | +9.1% | -5.8% | +15.0% | +9.8% |
| 30D | +14.6% | -18.5% | +33.1% | +17.3% |
| 3M | +0.3% | -10.3% | +10.6% | +1.1% |
| 6M | -7.5% | +2.1% | -9.6% | -9.6% |
| YTD | -10.2% | +12.0% | -22.3% | -13.6% |
| 1Y | -10.5% | +49.8% | -60.2% | -16.9% |
| All | -10.5% | +47.3% | -57.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling