+114.4%
MTUM vs HIG
+101.1%
+13.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | -3.6% | +6.7% | -10.3% | -5.3% |
| 6M | +23.7% | +2.0% | +21.7% | +22.6% |
| YTD | +22.9% | +0.3% | +22.6% | +22.3% |
| 1Y | +21.8% | +4.2% | +17.6% | +19.4% |
| 3Y | +114.4% | +102.2% | +12.2% | +72.2% |
| All | +114.4% | +101.1% | +13.3% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling