+2,523.1%
MULL vs HBM
+224.4%
+2,298.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +12.9% |
| 7D | +17.3% | -6.4% | +23.7% | +26.2% |
| 30D | +23.5% | +5.9% | +17.6% | +13.1% |
| 3M | -24.0% | -8.9% | -15.1% | -10.5% |
| 6M | +276.7% | +10.7% | +266.1% | +272.3% |
| YTD | +565.1% | +38.3% | +526.8% | +392.6% |
| 1Y | +2,802.6% | +121.3% | +2,681.3% | +1,198.3% |
| All | +2,523.1% | +224.4% | +2,298.7% | +529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling