-25.9%
HUT vs MAR
+158.9%
-184.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.1% |
| 7D | +3.7% | +0.2% | +3.5% | +2.8% |
| 30D | -32.3% | +14.0% | -46.4% | -42.1% |
| 3M | -35.6% | +18.1% | -53.7% | -47.1% |
| 6M | -42.1% | +18.6% | -60.7% | -54.3% |
| YTD | +24.1% | +35.3% | -11.1% | -17.0% |
| 1Y | +27.9% | +44.5% | -16.6% | -22.0% |
| 3Y | +409.1% | +120.7% | +288.4% | +79.4% |
| 5Y | -25.9% | +164.1% | -190.0% | -79.1% |
| All | -25.9% | +158.9% | -184.9% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling