+475.1%
MULL vs HBM
+47.3%
+427.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.4% | -18.2% |
| 7D | -35.9% | -5.8% | -30.1% | -31.3% |
| 30D | -47.3% | -18.5% | -28.8% | -32.2% |
| 3M | -30.6% | -10.3% | -20.3% | -23.5% |
| 6M | +13.7% | +2.1% | +11.6% | +30.5% |
| YTD | +272.1% | +12.0% | +260.1% | +252.9% |
| 1Y | +475.1% | +49.8% | +425.3% | +221.9% |
| All | +475.1% | +47.3% | +427.8% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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