+22.7%
HLT vs MULL
+2,337.2%
-2,314.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.6% | -8.4% | +6.8% | -1.3% |
| 30D | -5.0% | +9.7% | -14.7% | -5.5% |
| 3M | -10.4% | -26.8% | +16.4% | -10.9% |
| 6M | +3.2% | +220.7% | -217.5% | -7.0% |
| YTD | +6.7% | +509.0% | -502.3% | -8.7% |
| 1Y | +10.3% | +1,739.5% | -1,729.2% | -14.8% |
| All | +22.7% | +2,337.2% | -2,314.5% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling