+1.7%
HUT vs MAR
+62.0%
-60.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +2.0% | -25.3% | -23.8% |
| 7D | -29.5% | +7.7% | -37.3% | -31.6% |
| 30D | -45.2% | +19.4% | -64.6% | -48.7% |
| 3M | -51.6% | +23.3% | -75.0% | -55.3% |
| 6M | -37.3% | +22.8% | -60.2% | -43.3% |
| YTD | +6.5% | +37.8% | -31.2% | -5.4% |
| 1Y | +1.7% | +57.4% | -55.6% | -16.7% |
| All | +1.7% | +62.0% | -60.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling