+433.3%
HUT vs MAR
+155.5%
+277.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.2% |
| 7D | +18.9% | -0.5% | +19.4% | +19.2% |
| 30D | +12.0% | -4.7% | +16.6% | +15.5% |
| 3M | -14.9% | -15.6% | +0.8% | -5.7% |
| 6M | +96.8% | +1.2% | +95.6% | +93.4% |
| YTD | +108.8% | +7.5% | +101.3% | +94.7% |
| 1Y | +227.4% | +26.6% | +200.8% | +168.3% |
| 3Y | +760.3% | +66.0% | +694.3% | +509.2% |
| 5Y | +86.1% | +154.1% | -68.0% | +10.9% |
| All | +433.3% | +155.5% | +277.8% | +150.0% |
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