+105.7%
HWM vs MULL
+2,620.5%
-2,514.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | 0.0% |
| 7D | -8.0% | +14.8% | -22.8% | -9.1% |
| 30D | -18.0% | +36.6% | -54.6% | -20.5% |
| 3M | -9.5% | -8.9% | -0.6% | -12.5% |
| 6M | -8.4% | +311.9% | -320.3% | -28.6% |
| YTD | +13.6% | +579.8% | -566.2% | -18.8% |
| 1Y | +30.2% | +2,421.5% | -2,391.3% | -25.0% |
| All | +105.7% | +2,620.5% | -2,514.8% | +1.9% |
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