+364.9%
MXL vs HST
+36.5%
+328.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.1% | +7.3% |
| 7D | +18.9% | +0.9% | +18.0% | +18.3% |
| 30D | +0.3% | -2.5% | +2.8% | +1.6% |
| 3M | -8.0% | -5.1% | -2.9% | -8.2% |
| 6M | +341.2% | +21.6% | +319.6% | +270.0% |
| YTD | +327.8% | +31.6% | +296.2% | +240.5% |
| 1Y | +364.9% | +36.1% | +328.8% | +228.8% |
| All | +364.9% | +36.5% | +328.4% | +228.8% |
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