+27.5%
HAL vs MULL
+322.2%
-294.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.3% | +3.2% |
| 7D | +6.1% | +24.5% | -18.4% | +5.7% |
| 30D | +2.9% | -35.5% | +38.4% | +3.1% |
| 3M | +3.3% | -44.8% | +48.1% | +3.6% |
| 6M | -16.9% | -45.5% | +28.5% | -16.3% |
| YTD | +21.2% | +232.5% | -211.4% | +16.3% |
| 1Y | +27.5% | +343.3% | -315.7% | +19.9% |
| All | +27.5% | +322.2% | -294.6% | +19.9% |
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