+276.8%
HL vs MULL
+2,481.0%
-2,204.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.6% |
| 7D | +7.1% | +14.0% | -6.9% | +4.7% |
| 30D | +21.4% | +24.8% | -3.4% | +16.4% |
| 3M | +37.4% | -16.1% | +53.5% | +32.6% |
| 6M | +0.4% | +330.9% | -330.5% | -29.4% |
| YTD | +6.7% | +545.0% | -538.3% | -30.9% |
| 1Y | +102.4% | +2,427.1% | -2,324.8% | +4.9% |
| All | +276.8% | +2,481.0% | -2,204.3% | +77.4% |
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