-32.6%
MP vs HLT
+36.0%
-68.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +9.5% | +0.7% | +8.7% | +9.3% |
| 30D | -3.0% | +13.7% | -16.7% | -5.3% |
| 3M | -30.4% | +16.3% | -46.7% | -32.4% |
| 6M | -39.2% | +19.9% | -59.1% | -41.5% |
| YTD | -23.3% | +30.1% | -53.3% | -26.4% |
| 1Y | -32.6% | +38.5% | -71.1% | -34.1% |
| All | -32.6% | +36.0% | -68.7% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling