+40.0%
HLT vs MTUM
-74.7%
+114.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -77.1% | +75.2% | +0.9% |
| 7D | +3.6% | -79.0% | +82.6% | +7.5% |
| 30D | +14.6% | -80.7% | +95.3% | +20.3% |
| 3M | +13.9% | -79.8% | +93.7% | +18.7% |
| 6M | +18.3% | -78.4% | +96.7% | +18.4% |
| YTD | +28.9% | -74.9% | +103.8% | +21.1% |
| 1Y | +40.0% | -74.8% | +114.9% | +31.7% |
| All | +40.0% | -74.7% | +114.7% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling