+420.1%
HUT vs MKC
+12.8%
+407.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.1% | +6.3% |
| 7D | +17.8% | -5.9% | +23.7% | +18.6% |
| 30D | +0.8% | -0.9% | +1.7% | +0.6% |
| 3M | -26.8% | +12.7% | -39.5% | -29.2% |
| 6M | +72.6% | -19.3% | +91.9% | +78.7% |
| YTD | +103.6% | -22.2% | +125.8% | +111.8% |
| 1Y | +265.3% | -23.3% | +288.6% | +278.9% |
| 3Y | +689.4% | -30.0% | +719.4% | +721.7% |
| 5Y | +75.3% | -33.8% | +109.1% | +81.8% |
| All | +420.1% | +12.8% | +407.4% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling