+516.8%
HUT vs MAGS
+185.9%
+330.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +6.7% |
| 7D | +24.8% | -2.0% | +26.7% | +29.4% |
| 30D | -28.4% | -6.9% | -21.5% | -18.9% |
| 3M | -31.2% | +0.7% | -31.9% | -31.6% |
| 6M | -40.2% | -0.8% | -39.5% | -39.4% |
| YTD | +32.9% | +4.4% | +28.5% | +26.6% |
| 1Y | +39.1% | +3.9% | +35.1% | +34.7% |
| 3Y | +462.8% | +122.7% | +340.0% | +121.0% |
| All | +516.8% | +185.9% | +330.9% | +65.8% |
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