+868.9%
HUT vs MAGS
+187.7%
+681.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.2% |
| 7D | +18.9% | +0.8% | +18.1% | +17.3% |
| 30D | +12.0% | +0.4% | +11.6% | +10.5% |
| 3M | -14.9% | +5.6% | -20.4% | -23.6% |
| 6M | +96.8% | +12.3% | +84.5% | +63.1% |
| YTD | +108.8% | +5.1% | +103.7% | +94.7% |
| 1Y | +227.4% | +14.0% | +213.4% | +176.8% |
| 3Y | +760.3% | +129.4% | +630.9% | +221.4% |
| All | +868.9% | +187.7% | +681.2% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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