+86.3%
HUT vs M
+27.3%
+59.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +5.0% |
| 7D | +17.8% | +4.7% | +13.1% | +15.4% |
| 30D | +0.8% | -9.6% | +10.5% | +5.3% |
| 3M | -26.8% | +0.9% | -27.6% | -27.7% |
| 6M | +72.6% | +22.3% | +50.3% | +56.5% |
| YTD | +103.6% | +6.5% | +97.1% | +95.5% |
| 1Y | +265.3% | +38.8% | +226.5% | +209.3% |
| 3Y | +689.4% | +115.9% | +573.5% | +373.4% |
| All | +86.3% | +27.3% | +59.1% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling