+57.0%
HAS vs MULL
+2,561.4%
-2,504.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.8% | -12.3% | -1.1% |
| 7D | -1.8% | +17.3% | -19.1% | -2.6% |
| 30D | +2.3% | +23.5% | -21.2% | +0.9% |
| 3M | +10.4% | -24.0% | +34.3% | +9.0% |
| 6M | -3.2% | +276.7% | -280.0% | -17.2% |
| YTD | +15.4% | +565.1% | -549.7% | -8.3% |
| 1Y | +18.8% | +2,802.6% | -2,783.8% | -23.2% |
| All | +57.0% | +2,561.4% | -2,504.4% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling