+244.6%
HUT vs MDY
+113.8%
+130.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +3.5% |
| 7D | +34.9% | +3.0% | +31.8% | +28.7% |
| 30D | -25.9% | +0.8% | -26.7% | -26.3% |
| 3M | -31.7% | -5.1% | -26.6% | -24.4% |
| 6M | -42.2% | +1.2% | -43.4% | -42.0% |
| YTD | +34.9% | +12.5% | +22.4% | +19.3% |
| 1Y | +48.5% | +13.8% | +34.8% | +30.7% |
| 3Y | +471.2% | +56.4% | +414.8% | +250.0% |
| 5Y | -18.9% | +35.3% | -54.2% | -31.6% |
| All | +244.6% | +113.8% | +130.8% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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