+9.0%
HWM vs MULL
+337.5%
-328.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | +11.1% | +43.3% | -32.1% | +8.5% |
| 30D | +3.0% | -37.4% | +40.4% | +4.7% |
| 3M | -20.7% | -36.8% | +16.1% | -19.9% |
| 6M | -17.2% | -36.9% | +19.7% | -20.0% |
| YTD | +9.1% | +250.7% | -241.6% | -12.5% |
| 1Y | +9.0% | +337.6% | -328.6% | -15.2% |
| All | +9.0% | +337.5% | -328.5% | -15.2% |
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