+93.3%
HAL vs MTUM
+78.7%
+14.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.4% |
| 7D | -3.3% | +0.7% | -4.0% | -3.8% |
| 30D | +8.2% | -2.4% | +10.6% | +9.7% |
| 3M | -9.4% | -3.6% | -5.8% | -8.8% |
| 6M | +0.6% | +23.7% | -23.0% | -16.6% |
| YTD | +28.6% | +22.9% | +5.7% | +6.5% |
| 1Y | +63.9% | +21.8% | +42.1% | +36.5% |
| 3Y | -7.1% | +114.4% | -121.6% | -54.3% |
| All | +93.3% | +78.7% | +14.7% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling