+101.7%
HAS vs MULL
+968.6%
-866.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.1% | -9.6% | -0.9% |
| 7D | -0.2% | -42.7% | +42.6% | +1.9% |
| 30D | +31.0% | -63.8% | +94.8% | +36.2% |
| 3M | +30.7% | -49.0% | +79.7% | +32.9% |
| 6M | +23.9% | -38.2% | +62.1% | +19.1% |
| YTD | +48.3% | +167.0% | -118.7% | +21.6% |
| 1Y | +60.2% | +247.7% | -187.5% | +26.0% |
| All | +101.7% | +968.6% | -866.9% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling