+145.5%
HUT vs MDLN
-7.1%
+152.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.9% |
| 7D | +5.4% | -11.1% | +16.5% | +3.9% |
| 30D | +8.6% | -8.4% | +17.0% | +7.9% |
| 3M | -15.2% | -12.4% | -2.8% | -16.5% |
| 6M | +92.9% | -23.3% | +116.1% | +88.2% |
| YTD | +114.6% | -22.5% | +137.2% | +113.9% |
| All | +145.5% | -7.1% | +152.6% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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