+26.0%
MXL vs HST
+72.4%
-46.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.1% | +5.9% | +5.9% |
| 7D | +15.5% | +2.0% | +13.5% | +13.7% |
| 30D | -11.3% | -5.2% | -6.1% | -7.2% |
| 3M | -16.1% | -6.2% | -9.9% | -13.0% |
| 6M | +323.0% | +20.4% | +302.6% | +257.2% |
| YTD | +281.5% | +30.6% | +250.9% | +201.4% |
| 1Y | +319.3% | +37.4% | +281.9% | +216.0% |
| 3Y | +189.4% | +66.1% | +123.3% | +87.2% |
| 5Y | +26.0% | +73.7% | -47.7% | -22.1% |
| All | +26.0% | +72.4% | -46.4% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling