+595.4%
MTUM vs HRB
+172.8%
+422.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +1.2% | -12.2% | +13.4% | +3.3% |
| 30D | -1.7% | -3.0% | +1.3% | -1.6% |
| 3M | -0.5% | +21.7% | -22.2% | -4.7% |
| 6M | +22.3% | +52.3% | -30.0% | +11.3% |
| YTD | +21.4% | +6.5% | +14.9% | +18.0% |
| 1Y | +20.0% | -6.7% | +26.7% | +19.5% |
| 3Y | +113.0% | +25.1% | +87.8% | +96.0% |
| 5Y | +77.3% | +113.8% | -36.5% | +42.8% |
| 10Y | +350.5% | +204.8% | +145.7% | +211.5% |
| All | +595.4% | +172.8% | +422.6% | +388.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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