+192.7%
HUT vs MKC
-23.8%
+216.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -6.1% |
| 7D | +2.8% | -2.8% | +5.7% | +0.7% |
| 30D | +2.1% | -3.4% | +5.4% | +0.1% |
| 3M | -14.3% | +3.8% | -18.0% | -11.7% |
| 6M | +84.2% | -17.9% | +102.2% | +70.0% |
| YTD | +97.2% | -23.6% | +120.8% | +70.7% |
| 1Y | +192.7% | -23.1% | +215.8% | +174.8% |
| All | +192.7% | -23.8% | +216.5% | +174.8% |
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