+38.7%
HST vs MULL
+2,481.0%
-2,442.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.3% |
| 7D | +2.0% | +14.0% | -12.0% | +1.2% |
| 30D | -5.2% | +24.8% | -30.0% | -6.7% |
| 3M | -6.2% | -16.1% | +9.9% | -7.8% |
| 6M | +20.4% | +330.9% | -310.5% | +0.5% |
| YTD | +30.6% | +545.0% | -514.4% | +2.8% |
| 1Y | +37.4% | +2,427.1% | -2,389.8% | -10.0% |
| All | +38.7% | +2,481.0% | -2,442.3% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling