-41.1%
MP vs HLT
+38.9%
-80.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.2% | -3.7% |
| 7D | -3.6% | +4.4% | -8.0% | -4.3% |
| 30D | -21.0% | +16.3% | -37.3% | -23.3% |
| 3M | -33.3% | +22.2% | -55.5% | -35.9% |
| 6M | -45.9% | +20.0% | -65.9% | -48.0% |
| YTD | -27.8% | +32.4% | -60.2% | -31.6% |
| All | -41.1% | +38.9% | -80.0% | -43.9% |
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