+354.7%
MNST vs HBM
+281.1%
+73.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | +1.6% | +2.2% | -0.6% | +1.4% |
| 30D | +5.1% | -11.8% | +16.9% | +6.1% |
| 3M | -0.5% | -19.2% | +18.7% | +1.1% |
| 6M | +8.1% | -22.9% | +31.0% | +9.5% |
| YTD | +21.2% | +7.8% | +13.4% | +17.9% |
| 1Y | +30.7% | +34.9% | -4.2% | +24.2% |
| 3Y | +67.3% | +422.2% | -354.9% | +33.3% |
| 5Y | +101.9% | +192.8% | -91.0% | +66.5% |
| All | +354.7% | +281.1% | +73.6% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling