+392.8%
HL vs MTUM
+114.7%
+278.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.4% |
| 7D | -4.4% | +0.7% | -5.1% | -5.0% |
| 30D | +9.3% | -2.4% | +11.7% | +11.7% |
| 3M | +32.0% | -3.6% | +35.6% | +35.2% |
| 6M | -6.4% | +23.7% | -30.1% | -23.7% |
| YTD | +3.1% | +22.9% | -19.8% | -14.6% |
| 1Y | +77.6% | +21.8% | +55.8% | +48.3% |
| 3Y | +392.8% | +114.4% | +278.4% | +168.4% |
| All | +392.8% | +114.7% | +278.1% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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