+634.9%
HLT vs MTUM
+514.0%
+120.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.9% |
| 7D | -1.6% | +0.7% | -2.3% | -2.1% |
| 30D | -5.0% | -2.4% | -2.6% | -3.6% |
| 3M | -10.4% | -3.6% | -6.7% | -9.7% |
| 6M | +3.2% | +23.7% | -20.4% | -14.2% |
| YTD | +6.7% | +22.9% | -16.2% | -11.3% |
| 1Y | +10.3% | +21.8% | -11.5% | -8.1% |
| 3Y | +99.3% | +114.4% | -15.1% | +6.1% |
| 5Y | +143.7% | +79.6% | +64.1% | +48.0% |
| 10Y | +584.7% | +356.2% | +228.5% | +81.0% |
| All | +634.9% | +514.0% | +120.9% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling