+264.3%
HL vs MULL
+2,337.2%
-2,072.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -4.4% | -8.4% | +4.1% | -3.0% |
| 30D | +9.3% | +9.7% | -0.4% | +7.1% |
| 3M | +32.0% | -26.8% | +58.7% | +30.5% |
| 6M | -6.4% | +220.7% | -227.1% | -30.9% |
| YTD | +3.1% | +509.0% | -505.9% | -32.6% |
| 1Y | +77.6% | +1,739.5% | -1,662.0% | -3.7% |
| All | +264.3% | +2,337.2% | -2,072.9% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling