+235.5%
MXL vs HST
+184.0%
+51.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.4% |
| 7D | +1.6% | -1.0% | +2.7% | +2.4% |
| 30D | -7.0% | -12.3% | +5.3% | +0.4% |
| 3M | -33.4% | -6.4% | -27.0% | -31.3% |
| 6M | +260.2% | +15.0% | +245.2% | +228.1% |
| YTD | +260.0% | +30.5% | +229.4% | +203.7% |
| 1Y | +303.5% | +35.7% | +267.8% | +231.5% |
| 3Y | +160.4% | +68.4% | +92.1% | +90.7% |
| 5Y | +14.7% | +73.1% | -58.4% | -17.6% |
| 10Y | +215.6% | +92.7% | +122.9% | +88.3% |
| All | +235.5% | +184.0% | +51.5% | +55.2% |
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