+54.0%
HST vs MULL
+251.4%
-197.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.6% |
| 7D | +0.6% | -32.2% | +32.8% | +1.3% |
| 30D | +14.5% | -55.4% | +69.9% | +16.2% |
| 3M | +15.4% | -41.3% | +56.7% | +16.1% |
| 6M | +22.0% | -44.9% | +66.9% | +20.2% |
| YTD | +54.9% | +192.4% | -137.5% | +40.2% |
| 1Y | +54.0% | +239.4% | -185.5% | +38.4% |
| All | +54.0% | +251.4% | -197.4% | +38.4% |
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