+91.3%
HWM vs MULL
+1,100.2%
-1,008.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.3% | -7.2% | +4.0% |
| 7D | +1.6% | -27.1% | +28.7% | +3.7% |
| 30D | -3.9% | -54.2% | +50.3% | +1.4% |
| 3M | -23.2% | -42.0% | +18.7% | -21.2% |
| 6M | -20.0% | -43.5% | +23.5% | -22.9% |
| YTD | +5.7% | +199.9% | -194.2% | -20.3% |
| 1Y | +4.9% | +292.8% | -288.0% | -24.8% |
| All | +91.3% | +1,100.2% | -1,008.9% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling