-35.9%
HOOD vs MULL
+322.2%
-358.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.9% | -3.7% |
| 7D | -3.8% | +24.5% | -28.3% | -6.2% |
| 30D | -23.0% | -35.5% | +12.5% | -20.6% |
| 3M | -21.6% | -44.8% | +23.1% | -18.5% |
| 6M | +1.4% | -45.5% | +46.9% | -1.8% |
| YTD | -31.2% | +232.5% | -263.7% | -51.3% |
| 1Y | -35.9% | +343.3% | -379.2% | -58.4% |
| All | -35.9% | +322.2% | -358.1% | -58.4% |
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 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