+493.7%
HD vs MTUM
+608.1%
-114.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -3.1% |
| 7D | -1.2% | +4.1% | -5.3% | -3.8% |
| 30D | -11.1% | -0.2% | -10.9% | -11.2% |
| 3M | +2.0% | -1.9% | +4.0% | +1.4% |
| 6M | -10.5% | +28.1% | -38.5% | -27.2% |
| YTD | -6.9% | +23.6% | -30.4% | -22.6% |
| 1Y | -23.2% | +26.1% | -49.3% | -37.5% |
| 3Y | +3.1% | +116.8% | -113.8% | -46.5% |
| 5Y | +7.4% | +80.0% | -72.6% | -36.0% |
| 10Y | +205.0% | +346.4% | -141.4% | -18.5% |
| All | +493.7% | +608.1% | -114.4% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling