+2.6%
HAL vs MTUM
+357.8%
-355.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.7% |
| 7D | -3.3% | +0.7% | -4.0% | -3.9% |
| 30D | +8.2% | -2.4% | +10.6% | +10.1% |
| 3M | -9.4% | -3.6% | -5.8% | -8.7% |
| 6M | +0.6% | +23.7% | -23.0% | -19.9% |
| YTD | +28.6% | +22.9% | +5.7% | +2.3% |
| 1Y | +63.9% | +21.8% | +42.1% | +31.0% |
| 3Y | -7.1% | +114.4% | -121.6% | -58.2% |
| 5Y | +102.3% | +79.6% | +22.8% | +8.1% |
| All | +2.6% | +357.8% | -355.3% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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