-8.9%
HD vs MULL
+1,230.7%
-1,239.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.2% |
| 7D | +1.5% | +24.5% | -23.0% | +1.2% |
| 30D | +18.0% | -35.5% | +53.5% | +18.3% |
| 3M | +2.8% | -44.8% | +47.6% | +3.2% |
| 6M | +17.0% | -45.5% | +62.4% | +15.4% |
| YTD | +3.5% | +232.5% | -229.0% | -6.2% |
| 1Y | -2.6% | +343.3% | -345.8% | -13.2% |
| All | -8.9% | +1,230.7% | -1,239.6% | -28.4% |
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