+192.7%
HUT vs MLM
+164.7%
+28.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.8% | +16.4% | +16.0% |
| 7D | -11.4% | -4.1% | -7.2% | -9.5% |
| 30D | -41.0% | +8.2% | -49.2% | -45.7% |
| 3M | -41.9% | -3.6% | -38.3% | -41.7% |
| 6M | -51.7% | -15.6% | -36.1% | -47.5% |
| YTD | +14.6% | -16.4% | +31.0% | +28.1% |
| 1Y | +21.4% | -14.3% | +35.7% | +33.3% |
| 3Y | +359.8% | +19.3% | +340.5% | +290.7% |
| 5Y | -27.5% | +29.6% | -57.1% | -39.9% |
| All | +192.7% | +164.7% | +28.0% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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