+264.6%
MP vs HLT
+407.0%
-142.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.2% | -4.5% |
| 7D | -3.6% | +4.4% | -8.0% | -6.4% |
| 30D | -21.0% | +16.3% | -37.3% | -28.6% |
| 3M | -33.3% | +22.2% | -55.5% | -41.9% |
| 6M | -45.9% | +20.0% | -65.9% | -52.7% |
| YTD | -27.8% | +32.4% | -60.2% | -41.3% |
| 1Y | -43.2% | +38.6% | -81.8% | -55.5% |
| 3Y | +144.0% | +136.4% | +7.6% | +24.3% |
| 5Y | -6.1% | +162.8% | -168.9% | -56.2% |
| All | +264.6% | +407.0% | -142.4% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling