+104.5%
HAS vs MULL
+1,230.7%
-1,126.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.5% |
| 7D | +1.4% | +24.5% | -23.2% | +0.3% |
| 30D | +26.3% | -35.5% | +61.8% | +27.8% |
| 3M | +25.6% | -44.8% | +70.4% | +27.3% |
| 6M | +30.3% | -45.5% | +75.7% | +27.5% |
| YTD | +50.4% | +232.5% | -182.2% | +21.9% |
| 1Y | +57.7% | +343.3% | -285.5% | +22.6% |
| All | +104.5% | +1,230.7% | -1,126.2% | +21.6% |
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