+215.7%
HUT vs MET
+191.4%
+24.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | -10.9% | +1.8% | -12.7% | -12.3% |
| 30D | -32.6% | +4.8% | -37.4% | -35.0% |
| 3M | -33.7% | +6.2% | -39.9% | -37.2% |
| 6M | -42.3% | +33.8% | -76.2% | -54.4% |
| YTD | +23.6% | +33.3% | -9.7% | -1.7% |
| 1Y | +20.4% | +36.3% | -16.0% | -5.9% |
| 3Y | +423.2% | +84.6% | +338.6% | +245.6% |
| 5Y | -19.4% | +87.7% | -107.1% | -45.7% |
| All | +215.7% | +191.4% | +24.2% | +57.8% |
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