+423.2%
HUT vs MAGS
+118.0%
+305.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | +0.9% |
| 7D | -10.9% | -0.3% | -10.7% | -11.4% |
| 30D | -32.6% | -7.1% | -25.6% | -23.2% |
| 3M | -33.7% | -0.7% | -33.0% | -32.6% |
| 6M | -42.3% | -1.5% | -40.8% | -40.8% |
| YTD | +23.6% | +3.9% | +19.6% | +18.3% |
| 1Y | +20.4% | +3.1% | +17.3% | +17.8% |
| 3Y | +423.2% | +121.6% | +301.6% | +123.9% |
| All | +423.2% | +118.0% | +305.2% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling