+420.1%
HUT vs M
+9.8%
+410.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +5.4% |
| 7D | +17.8% | +4.7% | +13.1% | +16.1% |
| 30D | +0.8% | -9.6% | +10.5% | +4.0% |
| 3M | -26.8% | +0.9% | -27.6% | -27.3% |
| 6M | +72.6% | +22.3% | +50.3% | +61.4% |
| YTD | +103.6% | +6.5% | +97.1% | +98.4% |
| 1Y | +265.3% | +38.8% | +226.5% | +226.4% |
| 3Y | +689.4% | +115.9% | +573.5% | +478.2% |
| 5Y | +75.3% | +28.6% | +46.7% | +48.7% |
| All | +420.1% | +9.8% | +410.3% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling