+265.3%
HUT vs M
+46.1%
+219.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +4.9% |
| 7D | +17.8% | +4.7% | +13.1% | +15.1% |
| 30D | +0.8% | -9.6% | +10.5% | +6.1% |
| 3M | -26.8% | +0.9% | -27.6% | -28.0% |
| 6M | +72.6% | +22.3% | +50.3% | +51.5% |
| YTD | +103.6% | +6.5% | +97.1% | +85.7% |
| 1Y | +265.3% | +38.8% | +226.5% | +193.3% |
| All | +265.3% | +46.1% | +219.1% | +193.3% |
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