+753.8%
MNST vs HLT
+653.9%
+99.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -6.5% | -3.3% | -3.2% | -5.6% |
| 30D | -7.2% | -4.1% | -3.1% | -6.1% |
| 3M | -1.0% | -7.9% | +6.9% | +1.3% |
| 6M | +11.5% | +2.2% | +9.3% | +10.4% |
| YTD | +14.3% | +8.5% | +5.8% | +11.1% |
| 1Y | +38.1% | +12.1% | +26.0% | +32.6% |
| 3Y | +55.0% | +107.6% | -52.6% | +21.4% |
| 5Y | +79.6% | +156.4% | -76.7% | +29.5% |
| 10Y | +241.8% | +566.3% | -324.5% | +81.8% |
| All | +753.8% | +653.9% | +99.9% | +346.2% |
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