+14.5%
HAL vs MULL
+1,351.1%
-1,336.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +24.0% | -20.7% | +1.8% |
| 7D | -0.2% | -2.5% | +2.3% | -0.7% |
| 30D | +1.0% | -40.1% | +41.1% | +3.2% |
| 3M | -2.1% | -28.2% | +26.1% | -1.8% |
| 6M | -17.5% | -39.6% | +22.1% | -20.2% |
| YTD | +18.1% | +262.6% | -244.5% | -10.5% |
| 1Y | +19.7% | +366.2% | -346.5% | -13.8% |
| All | +14.5% | +1,351.1% | -1,336.7% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling