+448.2%
HUT vs MKC
+11.1%
+437.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.8% |
| 7D | +5.4% | -1.5% | +6.9% | +5.6% |
| 30D | +8.6% | -3.1% | +11.7% | +8.7% |
| 3M | -15.2% | +5.2% | -20.4% | -16.8% |
| 6M | +92.9% | -12.8% | +105.7% | +96.2% |
| YTD | +114.6% | -23.3% | +137.9% | +123.7% |
| 1Y | +208.5% | -24.1% | +232.6% | +220.4% |
| 3Y | +821.5% | -32.1% | +853.6% | +866.8% |
| 5Y | +101.8% | -32.8% | +134.6% | +107.0% |
| All | +448.2% | +11.1% | +437.1% | +451.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling