+604.3%
MTUM vs HIG
+566.3%
+38.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | -1.5% | +2.2% | +1.1% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | -3.6% | +6.7% | -10.3% | -6.0% |
| 6M | +23.7% | +2.0% | +21.7% | +21.9% |
| YTD | +22.9% | +0.3% | +22.6% | +21.6% |
| 1Y | +21.8% | +4.2% | +17.6% | +18.8% |
| 3Y | +114.4% | +102.2% | +12.2% | +68.1% |
| 5Y | +79.6% | +118.5% | -38.9% | +36.5% |
| 10Y | +356.2% | +311.1% | +45.1% | +169.8% |
| All | +604.3% | +566.3% | +38.0% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling