+62.7%
MP vs HLT
+153.7%
-91.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.5% |
| 7D | -0.7% | -1.5% | +0.7% | +0.2% |
| 30D | -0.7% | -1.2% | +0.6% | -0.1% |
| 3M | 0.0% | -10.3% | +10.3% | +7.2% |
| 6M | -10.0% | +1.3% | -11.2% | -11.9% |
| YTD | +7.5% | +7.0% | +0.5% | +0.2% |
| 1Y | -14.0% | +11.9% | -25.9% | -23.0% |
| 3Y | +153.5% | +100.7% | +52.8% | +32.1% |
| 5Y | +62.7% | +147.5% | -84.8% | -31.1% |
| All | +62.7% | +153.7% | -91.0% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling