+244.6%
HUT vs MET
+189.8%
+54.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | +34.9% | +2.1% | +32.7% | +33.0% |
| 30D | -25.9% | +1.8% | -27.7% | -27.1% |
| 3M | -31.7% | +6.0% | -37.7% | -35.2% |
| 6M | -42.2% | +31.1% | -73.4% | -53.7% |
| YTD | +34.9% | +32.6% | +2.3% | +7.7% |
| 1Y | +48.5% | +30.5% | +18.1% | +20.0% |
| 3Y | +471.2% | +83.6% | +387.6% | +278.7% |
| 5Y | -18.9% | +84.2% | -103.1% | -44.8% |
| All | +244.6% | +189.8% | +54.8% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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