+38.5%
HST vs MULL
+2,620.5%
-2,581.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.4% |
| 7D | -0.3% | +14.8% | -15.1% | -1.1% |
| 30D | -2.8% | +36.6% | -39.3% | -4.7% |
| 3M | -6.5% | -8.9% | +2.4% | -8.5% |
| 6M | +20.7% | +311.9% | -291.2% | +1.3% |
| YTD | +30.5% | +579.8% | -549.4% | +2.4% |
| 1Y | +36.8% | +2,421.5% | -2,384.8% | -10.0% |
| All | +38.5% | +2,620.5% | -2,581.9% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling