+420.1%
HUT vs MAS
+100.9%
+319.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.1% |
| 7D | +17.8% | -0.8% | +18.5% | +18.4% |
| 30D | +0.8% | -5.6% | +6.4% | +4.2% |
| 3M | -26.8% | +4.4% | -31.2% | -30.3% |
| 6M | +72.6% | +7.2% | +65.4% | +62.7% |
| YTD | +103.6% | +16.1% | +87.5% | +80.5% |
| 1Y | +265.3% | +0.1% | +265.2% | +251.8% |
| 3Y | +689.4% | +28.3% | +661.1% | +542.1% |
| 5Y | +75.3% | +30.5% | +44.9% | +41.5% |
| All | +420.1% | +100.9% | +319.2% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling