+2,880.1%
MNST vs HBM
+613.3%
+2,266.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -6.5% | -6.4% | -0.1% | -5.9% |
| 30D | -7.2% | +5.9% | -13.1% | -7.9% |
| 3M | -1.0% | -8.9% | +7.9% | -0.8% |
| 6M | +11.5% | +10.7% | +0.8% | +9.1% |
| YTD | +14.3% | +38.3% | -24.0% | +9.0% |
| 1Y | +38.1% | +121.3% | -83.2% | +25.0% |
| 3Y | +55.0% | +450.6% | -395.6% | +24.1% |
| 5Y | +79.6% | +338.0% | -258.4% | +42.9% |
| 10Y | +241.8% | +578.6% | -336.8% | +132.5% |
| All | +2,880.1% | +613.3% | +2,266.8% | +1,821.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling