+95.4%
HWM vs MULL
+1,230.7%
-1,135.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.1% | -0.6% |
| 7D | +7.3% | +24.5% | -17.2% | +5.0% |
| 30D | +1.6% | -35.5% | +37.1% | +4.0% |
| 3M | -21.9% | -44.8% | +22.9% | -19.6% |
| 6M | -19.0% | -45.5% | +26.4% | -21.6% |
| YTD | +7.9% | +232.5% | -224.6% | -19.5% |
| 1Y | +9.9% | +343.3% | -333.3% | -22.1% |
| All | +95.4% | +1,230.7% | -1,135.3% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling