+453.2%
HUT vs MCO
+210.3%
+242.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.5% | +8.8% | +8.4% |
| 7D | +28.3% | -2.7% | +31.0% | +30.9% |
| 30D | +12.3% | +0.9% | +11.4% | +10.4% |
| 3M | -16.8% | +8.7% | -25.5% | -25.4% |
| 6M | +111.4% | +2.4% | +108.9% | +97.4% |
| YTD | +116.6% | -5.2% | +121.7% | +112.9% |
| 1Y | +290.5% | -4.4% | +294.8% | +281.5% |
| 3Y | +792.3% | +45.1% | +747.2% | +514.5% |
| 5Y | +94.1% | +31.5% | +62.6% | +46.7% |
| All | +453.2% | +210.3% | +242.9% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling