+1.7%
HUT vs MKC
-18.2%
+20.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.4% | -28.7% | -18.6% |
| 7D | -29.5% | +9.6% | -39.1% | -22.9% |
| 30D | -45.2% | +12.0% | -57.2% | -38.7% |
| 3M | -51.6% | -2.0% | -49.6% | -50.3% |
| 6M | -37.3% | +7.2% | -44.5% | -32.6% |
| YTD | +6.5% | -23.7% | +30.3% | -1.6% |
| 1Y | +1.7% | -18.3% | +20.0% | +5.5% |
| All | +1.7% | -18.2% | +20.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling