+192.7%
HUT vs M
+10.9%
+181.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -4.6% | +19.2% | +16.0% |
| 7D | -11.4% | -4.3% | -7.1% | -11.2% |
| 30D | -41.0% | +1.3% | -42.3% | -42.1% |
| 3M | -41.9% | -7.4% | -34.5% | -41.4% |
| 6M | -51.7% | +18.3% | -70.0% | -55.2% |
| YTD | +14.6% | +7.6% | +7.0% | +9.8% |
| 1Y | +21.4% | +17.4% | +4.0% | +12.8% |
| 3Y | +359.8% | +108.4% | +251.5% | +235.6% |
| 5Y | -27.5% | -10.6% | -16.9% | -34.5% |
| All | +192.7% | +10.9% | +181.9% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling