+45.9%
HLT vs MULL
+444.9%
-399.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -13.8% | +17.3% | +3.5% |
| 7D | +7.7% | -35.9% | +43.6% | +8.0% |
| 30D | +19.1% | -47.3% | +66.4% | +19.5% |
| 3M | +20.7% | -30.6% | +51.3% | +20.7% |
| 6M | +21.0% | +13.7% | +7.3% | +18.0% |
| YTD | +31.3% | +272.1% | -240.9% | +21.8% |
| 1Y | +45.9% | +475.1% | -429.2% | +33.1% |
| All | +45.9% | +444.9% | -399.0% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling