+50.0%
HUM vs MULL
+444.9%
-394.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.8% | +13.7% | 0.0% |
| 7D | +1.6% | -35.9% | +37.5% | +2.0% |
| 30D | +3.5% | -47.3% | +50.9% | +4.1% |
| 3M | +15.5% | -30.6% | +46.1% | +15.6% |
| 6M | +76.2% | +13.7% | +62.5% | +75.3% |
| YTD | +64.5% | +272.1% | -207.6% | +67.1% |
| 1Y | +50.0% | +475.1% | -425.0% | +55.7% |
| All | +50.0% | +444.9% | -394.8% | +55.7% |
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