+217.0%
HUT vs M
+19.9%
+197.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +5.7% |
| 7D | +3.7% | +2.5% | +1.1% | +1.8% |
| 30D | -32.3% | +10.1% | -42.4% | -35.2% |
| 3M | -35.6% | -0.9% | -34.7% | -36.4% |
| 6M | -42.1% | +30.2% | -72.3% | -47.9% |
| YTD | +24.1% | +16.3% | +7.8% | +16.1% |
| 1Y | +27.9% | +27.0% | +0.9% | +16.0% |
| 3Y | +409.1% | +154.5% | +254.6% | +249.3% |
| 5Y | -25.9% | -1.1% | -24.9% | -35.0% |
| All | +217.0% | +19.9% | +197.2% | +96.1% |
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