+327.4%
HUT vs MAS
+67.0%
+260.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.6% | -28.9% | -25.9% |
| 7D | -29.5% | +14.2% | -43.7% | -35.2% |
| 30D | -45.2% | +26.8% | -72.0% | -52.8% |
| 3M | -51.6% | +13.1% | -64.8% | -55.6% |
| 6M | -37.3% | +27.9% | -65.2% | -47.7% |
| YTD | +6.5% | +38.7% | -32.1% | -17.0% |
| 1Y | +1.7% | +40.4% | -38.6% | -21.6% |
| All | +327.4% | +67.0% | +260.4% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling