-6.5%
HAL vs MTUM
+112.0%
-118.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.0% |
| 7D | -3.3% | +1.2% | -4.5% | -3.8% |
| 30D | +7.2% | -1.7% | +8.9% | +7.8% |
| 3M | -8.8% | -0.5% | -8.3% | -9.9% |
| 6M | +3.0% | +22.3% | -19.4% | -9.4% |
| YTD | +29.4% | +21.4% | +8.0% | +13.9% |
| 1Y | +62.8% | +20.0% | +42.8% | +44.1% |
| All | -6.5% | +112.0% | -118.5% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling