+46.7%
HUM vs MULL
+2,366.2%
-2,319.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.3% | +9.5% | +0.3% |
| 7D | -1.4% | +3.6% | -5.0% | -1.5% |
| 30D | +7.5% | +22.0% | -14.5% | +7.1% |
| 3M | +10.2% | -8.6% | +18.8% | +9.6% |
| 6M | +132.5% | +248.5% | -116.0% | +127.5% |
| YTD | +57.6% | +516.3% | -458.7% | +52.9% |
| 1Y | +48.6% | +2,036.6% | -1,988.1% | +41.2% |
| All | +46.7% | +2,366.2% | -2,319.5% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling