+4.5%
HD vs MTUM
+74.9%
-70.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.6% |
| 7D | -3.9% | +1.2% | -5.1% | -4.4% |
| 30D | -13.1% | -1.7% | -11.4% | -12.6% |
| 3M | -3.4% | -0.5% | -3.0% | -4.6% |
| 6M | -12.6% | +22.3% | -34.9% | -23.3% |
| YTD | -9.2% | +21.4% | -30.6% | -20.3% |
| 1Y | -23.9% | +20.0% | -44.0% | -33.0% |
| 3Y | +0.4% | +113.0% | -112.5% | -40.2% |
| 5Y | +4.5% | +77.3% | -72.7% | -31.8% |
| All | +4.5% | +74.9% | -70.4% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling