+187.9%
MXL vs HST
+237.0%
-49.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -5.3% |
| 7D | -15.9% | +0.6% | -16.4% | -15.5% |
| 30D | -44.0% | +14.5% | -58.5% | -48.1% |
| 3M | -21.3% | +15.4% | -36.8% | -27.4% |
| 6M | -46.1% | +22.0% | -68.1% | -52.5% |
| YTD | +208.8% | +54.9% | +154.0% | +136.2% |
| 1Y | +255.5% | +54.0% | +201.6% | +172.5% |
| 3Y | +223.3% | +90.4% | +132.9% | +121.0% |
| 5Y | -18.1% | +84.2% | -102.3% | -43.5% |
| 10Y | +159.9% | +144.6% | +15.3% | +35.0% |
| All | +187.9% | +237.0% | -49.2% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling