+297.0%
MXL vs HST
+76.4%
+220.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.3% | -12.4% | -11.6% |
| 7D | -24.3% | +3.3% | -27.7% | -25.4% |
| 30D | -46.1% | +16.4% | -62.5% | -49.3% |
| 3M | -21.8% | +5.5% | -27.3% | -24.1% |
| 6M | -27.2% | +31.1% | -58.4% | -37.7% |
| YTD | +226.2% | +55.9% | +170.2% | +155.4% |
| 1Y | +297.0% | +75.6% | +221.4% | +196.4% |
| All | +297.0% | +76.4% | +220.6% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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