+805.2%
MNST vs HLT
+803.9%
+1.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -0.5% | +16.3% | -16.8% | -4.9% |
| 6M | +8.1% | +19.9% | -11.8% | +2.2% |
| YTD | +21.2% | +30.1% | -8.9% | +11.5% |
| 1Y | +30.7% | +38.5% | -7.8% | +18.0% |
| 3Y | +67.3% | +131.0% | -63.7% | +27.1% |
| 5Y | +101.9% | +163.7% | -61.8% | +44.5% |
| 10Y | +343.3% | +697.4% | -354.1% | +123.6% |
| All | +805.2% | +803.9% | +1.3% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling