+448.2%
HUT vs MDY
+114.9%
+333.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +7.5% |
| 7D | +5.4% | -1.9% | +7.3% | +8.9% |
| 30D | +8.6% | -4.6% | +13.3% | +18.0% |
| 3M | -15.2% | -1.2% | -14.0% | -13.1% |
| 6M | +92.9% | +9.2% | +83.7% | +73.9% |
| YTD | +114.6% | +13.1% | +101.6% | +86.2% |
| 1Y | +208.5% | +13.0% | +195.5% | +174.6% |
| 3Y | +821.5% | +49.2% | +772.3% | +500.1% |
| 5Y | +101.8% | +47.2% | +54.6% | +54.9% |
| All | +448.2% | +114.9% | +333.3% | +183.8% |
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