+99.8%
MNST vs HLT
+162.2%
-62.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | +5.1% | +13.7% | -8.7% | +1.3% |
| 3M | -0.5% | +16.3% | -16.8% | -4.7% |
| 6M | +8.1% | +19.9% | -11.8% | +2.5% |
| YTD | +21.2% | +30.1% | -8.9% | +11.9% |
| 1Y | +30.7% | +38.5% | -7.8% | +18.4% |
| 3Y | +67.3% | +131.0% | -63.7% | +25.9% |
| All | +99.8% | +162.2% | -62.4% | +41.3% |
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