+21.8%
MTUM vs HIG
+5.5%
+16.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.2% |
| 7D | +0.7% | -1.5% | +2.2% | +0.2% |
| 30D | -2.4% | -0.4% | -2.1% | -2.5% |
| 3M | -3.6% | +6.7% | -10.3% | -1.7% |
| 6M | +23.7% | +2.0% | +21.7% | +25.9% |
| YTD | +22.9% | +0.3% | +22.6% | +24.9% |
| 1Y | +21.8% | +4.2% | +17.6% | +25.3% |
| All | +21.8% | +5.5% | +16.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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