+4.4%
HWM vs MULL
+444.9%
-440.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.8% | +9.5% | -3.5% |
| 7D | +9.4% | -35.9% | +45.3% | +11.9% |
| 30D | -7.0% | -47.3% | +40.4% | -4.1% |
| 3M | -25.9% | -30.6% | +4.7% | -25.1% |
| 6M | -10.8% | +13.7% | -24.5% | -17.3% |
| YTD | +4.3% | +272.1% | -267.8% | -15.4% |
| 1Y | +4.4% | +475.1% | -470.7% | -19.0% |
| All | +4.4% | +444.9% | -440.5% | -19.0% |
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 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