+792.3%
HUT vs MKC
-29.9%
+822.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.7% | +6.3% |
| 7D | +28.3% | -4.3% | +32.6% | +26.7% |
| 30D | +12.3% | -2.0% | +14.3% | +11.9% |
| 3M | -16.8% | +10.0% | -26.8% | -15.3% |
| 6M | +111.4% | -18.5% | +129.9% | +110.2% |
| YTD | +116.6% | -22.4% | +139.0% | +114.6% |
| 1Y | +290.5% | -23.6% | +314.1% | +289.6% |
| 3Y | +792.3% | -30.4% | +822.7% | +804.9% |
| All | +792.3% | -29.9% | +822.1% | +804.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling