-15.8%
HDB vs MULL
+1,230.7%
-1,246.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.6% | +0.5% |
| 7D | +2.7% | +24.5% | -21.8% | +2.6% |
| 30D | +14.1% | -35.5% | +49.7% | +14.3% |
| 3M | +11.8% | -44.8% | +56.6% | +12.1% |
| 6M | +8.2% | -45.5% | +53.6% | +7.6% |
| YTD | -29.3% | +232.5% | -261.8% | -31.8% |
| 1Y | -28.8% | +343.3% | -372.0% | -31.5% |
| All | -15.8% | +1,230.7% | -1,246.5% | -21.5% |
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 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