-18.1%
HD vs MULL
+2,481.0%
-2,499.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -2.2% |
| 7D | -1.2% | +14.0% | -15.2% | -1.4% |
| 30D | -11.1% | +24.8% | -35.9% | -11.6% |
| 3M | +2.0% | -16.1% | +18.1% | +1.4% |
| 6M | -10.5% | +330.9% | -341.4% | -17.2% |
| YTD | -6.9% | +545.0% | -551.9% | -16.1% |
| 1Y | -23.2% | +2,427.1% | -2,450.3% | -36.7% |
| All | -18.1% | +2,481.0% | -2,499.1% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling