+104.6%
HUT vs MCK
+345.1%
-240.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.8% | +8.8% |
| 7D | +5.4% | -2.9% | +8.3% | +4.6% |
| 30D | +8.6% | +0.4% | +8.2% | +8.9% |
| 3M | -15.2% | +12.1% | -27.3% | -12.1% |
| 6M | +92.9% | -5.4% | +98.3% | +98.8% |
| YTD | +114.6% | +7.8% | +106.8% | +124.7% |
| 1Y | +208.5% | +22.9% | +185.6% | +223.7% |
| 3Y | +821.5% | +110.7% | +710.8% | +688.1% |
| All | +104.6% | +345.1% | -240.5% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling