+403.8%
HUT vs MCO
+201.4%
+202.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.3% |
| 7D | +2.8% | -7.3% | +10.2% | +9.1% |
| 30D | +2.1% | -1.7% | +3.8% | +2.6% |
| 3M | -14.3% | +3.9% | -18.2% | -20.1% |
| 6M | +84.2% | +3.8% | +80.4% | +70.1% |
| YTD | +97.2% | -7.9% | +105.1% | +98.7% |
| 1Y | +192.7% | -6.8% | +199.6% | +192.3% |
| 3Y | +712.6% | +40.9% | +671.6% | +473.4% |
| 5Y | +85.5% | +27.5% | +58.0% | +43.8% |
| All | +403.8% | +201.4% | +202.4% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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