+206.4%
HD vs MTUM
+357.8%
-151.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | -3.8% | +0.7% | -4.5% | -4.3% |
| 30D | -9.4% | -2.4% | -7.0% | -8.2% |
| 3M | -4.6% | -3.6% | -1.0% | -4.0% |
| 6M | -10.1% | +23.7% | -33.7% | -24.6% |
| YTD | -8.3% | +22.9% | -31.2% | -23.1% |
| 1Y | -25.0% | +21.8% | -46.8% | -37.0% |
| 3Y | +1.5% | +114.4% | -112.9% | -46.1% |
| 5Y | +5.6% | +79.6% | -74.0% | -36.1% |
| All | +206.4% | +357.8% | -151.4% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling