-19.8%
HD vs MTUM
+26.3%
-46.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.8% |
| 7D | -2.1% | +1.7% | -3.8% | -2.2% |
| 30D | -8.4% | -1.7% | -6.8% | -8.3% |
| 3M | +4.3% | -6.3% | +10.7% | +4.8% |
| 6M | -11.1% | +21.8% | -33.0% | -17.0% |
| YTD | -4.7% | +22.0% | -26.7% | -11.2% |
| 1Y | -19.8% | +25.3% | -45.2% | -25.2% |
| All | -19.8% | +26.3% | -46.1% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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