+94.1%
HUT vs MAR
+155.0%
-60.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.6% | +8.8% |
| 7D | +28.3% | -1.7% | +30.0% | +30.5% |
| 30D | +12.3% | -6.9% | +19.2% | +21.0% |
| 3M | -16.8% | -15.8% | -1.0% | -2.2% |
| 6M | +111.4% | +1.9% | +109.4% | +101.3% |
| YTD | +116.6% | +6.6% | +110.0% | +90.9% |
| 1Y | +290.5% | +23.7% | +266.8% | +178.7% |
| 3Y | +792.3% | +64.6% | +727.7% | +354.8% |
| 5Y | +94.1% | +156.4% | -62.2% | -32.4% |
| All | +94.1% | +155.0% | -60.9% | -32.4% |
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