-21.3%
HUT vs M
-3.3%
-18.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.6% | -7.8% |
| 7D | +9.3% | +7.0% | +2.3% | +6.0% |
| 30D | -23.1% | +8.9% | -32.0% | -27.7% |
| 3M | -30.6% | +4.5% | -35.1% | -33.6% |
| 6M | -46.9% | +36.2% | -83.1% | -55.6% |
| YTD | +25.3% | +15.1% | +10.2% | +13.3% |
| 1Y | +59.8% | +27.4% | +32.4% | +36.7% |
| 3Y | +467.2% | +160.1% | +307.0% | +189.7% |
| All | -21.3% | -3.3% | -18.0% | -41.0% |
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