+215.7%
HUT vs MAR
+230.0%
-14.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -2.2% |
| 7D | -10.9% | +2.9% | -13.8% | -13.0% |
| 30D | -32.6% | +17.0% | -49.7% | -39.9% |
| 3M | -33.7% | +23.2% | -56.9% | -43.0% |
| 6M | -42.3% | +21.7% | -64.1% | -50.9% |
| YTD | +23.6% | +38.9% | -15.3% | -3.8% |
| 1Y | +20.4% | +48.7% | -28.3% | -11.2% |
| 3Y | +423.2% | +122.9% | +300.3% | +201.2% |
| 5Y | -19.4% | +177.5% | -196.9% | -57.0% |
| All | +215.7% | +230.0% | -14.4% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling