+65.2%
HAS vs MULL
+444.9%
-379.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.8% | +16.8% | +3.1% |
| 7D | +2.4% | -35.9% | +38.4% | +2.6% |
| 30D | +31.6% | -47.3% | +78.9% | +32.0% |
| 3M | +33.9% | -30.6% | +64.4% | +33.8% |
| 6M | +31.4% | +13.7% | +17.7% | +30.5% |
| YTD | +51.6% | +272.1% | -220.5% | +45.2% |
| 1Y | +65.2% | +475.1% | -409.9% | +55.2% |
| All | +65.2% | +444.9% | -379.7% | +55.2% |
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