+1.7%
HUT vs M
+36.6%
-34.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +7.6% | -30.9% | -25.9% |
| 7D | -29.5% | +8.3% | -37.8% | -32.3% |
| 30D | -45.2% | +14.2% | -59.3% | -48.9% |
| 3M | -51.6% | -1.1% | -50.5% | -51.7% |
| 6M | -37.3% | +36.6% | -73.9% | -48.4% |
| YTD | +6.5% | +19.8% | -13.3% | -10.6% |
| 1Y | +1.7% | +37.2% | -35.5% | -21.6% |
| All | +1.7% | +36.6% | -34.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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