+56.2%
HST vs MULL
+968.6%
-912.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.1% | -9.2% | -0.5% |
| 7D | -2.7% | -42.7% | +40.0% | -0.2% |
| 30D | +10.7% | -63.8% | +74.5% | +16.0% |
| 3M | +6.3% | -49.0% | +55.3% | +8.7% |
| 6M | +19.0% | -38.2% | +57.1% | +14.0% |
| YTD | +47.0% | +167.0% | -120.0% | +20.1% |
| 1Y | +53.4% | +247.7% | -194.3% | +20.6% |
| All | +56.2% | +968.6% | -912.4% | -4.1% |
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 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