+453.2%
HUT vs MKTX
-16.3%
+469.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +28.3% | +0.4% | +27.8% | +28.1% |
| 30D | +12.3% | +1.0% | +11.3% | +11.9% |
| 3M | -16.8% | +41.3% | -58.1% | -27.4% |
| 6M | +111.4% | -11.3% | +122.7% | +117.6% |
| YTD | +116.6% | -8.6% | +125.1% | +118.9% |
| 1Y | +290.5% | -11.1% | +301.5% | +296.6% |
| 3Y | +792.3% | -24.5% | +816.8% | +815.5% |
| 5Y | +94.1% | -61.4% | +155.5% | +156.0% |
| All | +453.2% | -16.3% | +469.5% | +609.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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