+227.4%
HUT vs MAR
+24.8%
+202.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | +18.9% | -0.5% | +19.4% | +19.0% |
| 30D | +12.0% | -4.7% | +16.6% | +13.4% |
| 3M | -14.9% | -15.6% | +0.8% | -10.0% |
| 6M | +96.8% | +1.2% | +95.6% | +92.3% |
| YTD | +108.8% | +7.5% | +101.3% | +107.8% |
| 1Y | +227.4% | +26.6% | +200.8% | +243.0% |
| All | +227.4% | +24.8% | +202.5% | +243.0% |
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 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