+61.7%
HST vs MULL
+1,230.7%
-1,168.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.2% |
| 7D | +3.6% | +24.5% | -21.0% | +2.1% |
| 30D | +11.2% | -35.5% | +46.7% | +12.8% |
| 3M | +13.1% | -44.8% | +57.9% | +15.1% |
| 6M | +23.9% | -45.5% | +69.4% | +20.8% |
| YTD | +52.3% | +232.5% | -180.2% | +22.7% |
| 1Y | +56.7% | +343.3% | -286.6% | +21.3% |
| All | +61.7% | +1,230.7% | -1,168.9% | -2.1% |
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 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