+220.1%
HUT vs MKC
+2.8%
+217.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.2% | -8.3% | -7.2% |
| 7D | +9.3% | -3.0% | +12.3% | +9.5% |
| 30D | -23.1% | +4.8% | -27.9% | -23.9% |
| 3M | -30.6% | -12.8% | -17.8% | -29.9% |
| 6M | -46.9% | +5.0% | -51.9% | -48.5% |
| YTD | +25.3% | -29.1% | +54.4% | +31.2% |
| 1Y | +59.8% | -26.4% | +86.2% | +65.5% |
| 3Y | +467.2% | -21.6% | +488.8% | +451.0% |
| 5Y | -24.6% | -35.2% | +10.6% | -23.5% |
| All | +220.1% | +2.8% | +217.3% | +223.3% |
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