-24.5%
HDB vs MULL
+2,561.4%
-2,585.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.8% | -12.2% | -0.5% |
| 7D | +0.4% | +17.3% | -16.9% | +0.3% |
| 30D | -2.8% | +23.5% | -26.3% | -3.0% |
| 3M | -3.5% | -24.0% | +20.4% | -3.7% |
| 6M | -24.7% | +276.7% | -301.5% | -27.2% |
| YTD | -36.6% | +565.1% | -601.6% | -39.0% |
| 1Y | -34.4% | +2,802.6% | -2,837.0% | -38.4% |
| All | -24.5% | +2,561.4% | -2,585.8% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling