+286.5%
MXL vs HST
+101.1%
+185.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.7% | +7.6% |
| 7D | +19.0% | -0.3% | +19.3% | +19.2% |
| 30D | +4.5% | -2.8% | +7.3% | +6.4% |
| 3M | -1.5% | -6.5% | +5.0% | +1.7% |
| 6M | +348.6% | +20.7% | +327.9% | +296.4% |
| YTD | +310.3% | +30.5% | +279.8% | +246.2% |
| 1Y | +344.7% | +36.8% | +307.9% | +263.5% |
| 3Y | +211.2% | +65.9% | +145.3% | +130.0% |
| 5Y | +34.8% | +73.9% | -39.1% | -2.6% |
| 10Y | +286.5% | +107.0% | +179.5% | +136.6% |
| All | +286.5% | +101.1% | +185.5% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling