+72.6%
HUT vs MAR
0.0%
+72.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +17.8% | -4.2% | +21.9% | +21.5% |
| 30D | +0.8% | -6.7% | +7.5% | +6.1% |
| 3M | -26.8% | -12.5% | -14.3% | -18.4% |
| 6M | +72.6% | +0.6% | +72.0% | +41.6% |
| All | +72.6% | 0.0% | +72.6% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling