-26.7%
HDB vs MULL
+2,481.0%
-2,507.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -3.0% |
| 7D | -2.0% | +14.0% | -16.0% | -2.1% |
| 30D | -4.9% | +24.8% | -29.7% | -5.1% |
| 3M | -2.3% | -16.1% | +13.8% | -2.6% |
| 6M | -23.7% | +330.9% | -354.6% | -26.4% |
| YTD | -38.5% | +545.0% | -583.5% | -40.8% |
| 1Y | -36.5% | +2,427.1% | -2,463.6% | -40.2% |
| All | -26.7% | +2,481.0% | -2,507.8% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling