+448.2%
HUT vs MKSI
+137.4%
+310.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +7.4% |
| 7D | +5.4% | +2.7% | +2.7% | +3.7% |
| 30D | +8.6% | -12.8% | +21.4% | +19.8% |
| 3M | -15.2% | -22.5% | +7.3% | -0.7% |
| 6M | +92.9% | +19.4% | +73.5% | +70.3% |
| YTD | +114.6% | +67.7% | +46.9% | +49.9% |
| 1Y | +208.5% | +131.4% | +77.1% | +72.4% |
| 3Y | +821.5% | +197.3% | +624.2% | +320.2% |
| 5Y | +101.8% | +87.0% | +14.9% | +28.2% |
| All | +448.2% | +137.4% | +310.9% | +208.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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