+155.5%
HUT vs MAS
+131.7%
+23.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.4% | -2.7% | -4.1% |
| 7D | -30.8% | +4.6% | -35.4% | -33.6% |
| 30D | -50.2% | +19.9% | -70.1% | -56.4% |
| 3M | -50.5% | +8.9% | -59.4% | -54.1% |
| 6M | -42.9% | +20.2% | -63.1% | -51.1% |
| YTD | 0.0% | +33.9% | -33.9% | -20.6% |
| 1Y | -2.2% | +34.7% | -36.9% | -22.9% |
| 3Y | +289.4% | +60.4% | +229.0% | +169.8% |
| 5Y | -36.7% | +43.5% | -80.2% | -53.5% |
| All | +155.5% | +131.7% | +23.8% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling