-4.6%
HD vs MULL
+444.9%
-449.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -13.8% | +20.3% | +6.3% |
| 7D | +11.9% | -35.9% | +47.8% | +11.5% |
| 30D | +26.4% | -47.3% | +73.8% | +25.9% |
| 3M | +2.8% | -30.6% | +33.4% | +2.5% |
| 6M | +15.5% | +13.7% | +1.8% | +13.7% |
| YTD | +5.5% | +272.1% | -266.6% | +1.6% |
| 1Y | -4.6% | +475.1% | -479.7% | -8.5% |
| All | -4.6% | +444.9% | -449.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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