+155.9%
MP vs HLT
+97.9%
+58.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.5% |
| 7D | +3.0% | -2.4% | +5.4% | +4.1% |
| 30D | +8.3% | -4.1% | +12.4% | +10.1% |
| 3M | -3.8% | -10.6% | +6.7% | +0.7% |
| 6M | -4.9% | +2.0% | -7.0% | -6.6% |
| YTD | +9.6% | +6.1% | +3.5% | +5.1% |
| 1Y | -11.7% | +9.8% | -21.5% | -17.1% |
| All | +155.9% | +97.9% | +58.0% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling