-10.3%
HD vs MULL
+968.6%
-978.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.1% | -11.0% | -1.9% |
| 7D | +4.3% | -42.7% | +47.0% | +4.8% |
| 30D | +20.2% | -63.8% | +83.9% | +21.5% |
| 3M | -1.0% | -49.0% | +48.0% | -0.7% |
| 6M | +7.9% | -38.2% | +46.1% | +5.4% |
| YTD | +2.0% | +167.0% | -165.0% | -7.4% |
| 1Y | -4.3% | +247.7% | -252.0% | -14.5% |
| All | -10.3% | +968.6% | -978.9% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling