+2,330.7%
MULL vs HIG
+20.4%
+2,310.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.2% |
| 7D | +3.6% | -2.3% | +5.9% | +2.2% |
| 30D | +22.0% | -1.2% | +23.2% | +21.9% |
| 3M | -8.6% | +6.3% | -14.9% | -5.9% |
| 6M | +248.5% | +0.6% | +247.9% | +262.9% |
| YTD | +516.3% | +0.6% | +515.7% | +538.9% |
| 1Y | +2,036.6% | +6.1% | +2,030.5% | +1,994.4% |
| All | +2,330.7% | +20.4% | +2,310.3% | +1,968.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling