+239.5%
HUT vs MLM
+167.8%
+71.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.3% | +8.1% |
| 7D | +24.8% | -5.8% | +30.6% | +30.5% |
| 30D | -28.4% | +9.8% | -38.2% | -34.7% |
| 3M | -31.2% | -5.2% | -26.0% | -30.0% |
| 6M | -40.2% | -10.3% | -30.0% | -38.3% |
| YTD | +32.9% | -15.5% | +48.4% | +47.3% |
| 1Y | +39.1% | -15.0% | +54.1% | +53.9% |
| 3Y | +462.8% | +17.5% | +445.3% | +384.7% |
| 5Y | -13.9% | +30.5% | -44.4% | -29.2% |
| All | +239.5% | +167.8% | +71.8% | +77.3% |
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