+79.7%
MNST vs HLT
+145.1%
-65.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -2.2% | -2.6% | +0.3% | -1.5% |
| 30D | -5.4% | -2.6% | -2.7% | -4.7% |
| 3M | -5.5% | -9.4% | +3.9% | -3.0% |
| 6M | +12.4% | +2.7% | +9.6% | +11.1% |
| YTD | +12.4% | +6.8% | +5.6% | +9.8% |
| 1Y | +37.2% | +12.4% | +24.8% | +31.7% |
| 3Y | +52.9% | +100.2% | -47.3% | +19.6% |
| 5Y | +79.7% | +143.7% | -64.0% | +29.0% |
| All | +79.7% | +145.1% | -65.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 5y: compounded portfolio wealth divided by compounded HLT 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…
5y analysis · Full analysis span regression · 6 months rolling