+1.7%
HUT vs MCK
+31.3%
-29.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +7.0% | -30.2% | -15.9% |
| 7D | -29.5% | +11.3% | -40.9% | -19.8% |
| 30D | -45.2% | +16.8% | -62.0% | -34.5% |
| 3M | -51.6% | +28.9% | -80.5% | -36.0% |
| 6M | -37.3% | +32.7% | -70.0% | -10.3% |
| YTD | +6.5% | +30.8% | -24.2% | +61.0% |
| 1Y | +1.7% | +27.6% | -25.8% | +56.6% |
| All | +1.7% | +31.3% | -29.6% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling