+559.9%
HD vs MTUM
+525.0%
+34.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.4% |
| 7D | +1.5% | +6.6% | -5.1% | -2.6% |
| 30D | +18.0% | -10.8% | +28.8% | +25.5% |
| 3M | +2.8% | -13.8% | +16.6% | +11.3% |
| 6M | +17.0% | -10.7% | +27.7% | +20.8% |
| YTD | +3.5% | +9.1% | -5.5% | -8.1% |
| 1Y | -2.6% | +11.4% | -14.0% | -15.1% |
| 3Y | +30.7% | +88.8% | -58.1% | -26.7% |
| 5Y | +6.2% | +51.7% | -45.5% | -29.6% |
| 10Y | +242.7% | +307.9% | -65.2% | -5.0% |
| All | +559.9% | +525.0% | +34.9% | +35.8% |
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 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