+448.2%
HUT vs MAR
+157.9%
+290.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +7.7% |
| 7D | +5.4% | -0.5% | +5.9% | +5.7% |
| 30D | +8.6% | -5.4% | +14.0% | +12.7% |
| 3M | -15.2% | -15.5% | +0.3% | -6.3% |
| 6M | +92.9% | +3.0% | +89.9% | +87.6% |
| YTD | +114.6% | +8.5% | +106.1% | +99.0% |
| 1Y | +208.5% | +26.0% | +182.6% | +154.2% |
| 3Y | +821.5% | +68.6% | +752.9% | +546.3% |
| 5Y | +101.8% | +157.4% | -55.5% | +19.5% |
| All | +448.2% | +157.9% | +290.3% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling