+25.6%
HAL vs MULL
+444.9%
-419.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -13.8% | +10.6% | -3.0% |
| 7D | -7.7% | -35.9% | +28.2% | -7.4% |
| 30D | +0.7% | -47.3% | +48.0% | +1.1% |
| 3M | +2.5% | -30.6% | +33.0% | +2.7% |
| 6M | -20.7% | +13.7% | -34.4% | -20.6% |
| YTD | +18.4% | +272.1% | -253.7% | +14.4% |
| 1Y | +25.6% | +475.1% | -449.5% | +18.7% |
| All | +25.6% | +444.9% | -419.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling