+268.7%
HL vs MULL
+2,366.2%
-2,097.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.3% | +5.4% | -2.5% |
| 7D | -5.6% | +3.6% | -9.2% | -6.3% |
| 30D | +12.7% | +22.0% | -9.3% | +8.5% |
| 3M | +42.5% | -8.6% | +51.2% | +35.6% |
| 6M | -9.0% | +248.5% | -257.5% | -33.8% |
| YTD | +4.4% | +516.3% | -511.9% | -31.9% |
| 1Y | +82.7% | +2,036.6% | -1,954.0% | -3.1% |
| All | +268.7% | +2,366.2% | -2,097.5% | +74.9% |
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 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