+24.6%
HAL vs MTUM
+608.1%
-583.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.8% |
| 7D | +0.5% | +4.1% | -3.6% | -2.9% |
| 30D | +15.9% | -0.2% | +16.1% | +15.8% |
| 3M | -8.7% | -1.9% | -6.8% | -9.6% |
| 6M | +9.0% | +28.1% | -19.0% | -16.3% |
| YTD | +32.0% | +23.6% | +8.4% | +4.2% |
| 1Y | +72.5% | +26.1% | +46.3% | +33.1% |
| 3Y | -4.5% | +116.8% | -121.4% | -57.7% |
| 5Y | +109.7% | +80.0% | +29.7% | +11.4% |
| 10Y | +1.2% | +346.4% | -345.2% | -77.6% |
| All | +24.6% | +608.1% | -583.5% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling