+104.7%
HWM vs MULL
+2,481.0%
-2,376.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.0% | -7.7% | -10.4% |
| 7D | -9.2% | +14.0% | -23.2% | -10.2% |
| 30D | -17.9% | +24.8% | -42.7% | -19.8% |
| 3M | -6.0% | -16.1% | +10.1% | -8.5% |
| 6M | -7.4% | +330.9% | -338.3% | -28.4% |
| YTD | +13.1% | +545.0% | -531.9% | -18.8% |
| 1Y | +29.3% | +2,427.1% | -2,397.8% | -25.8% |
| All | +104.7% | +2,481.0% | -2,376.3% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling