+1.7%
HUT vs MOD
-33.0%
+34.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -21.4% | -1.8% | -8.4% |
| 7D | -29.5% | -31.3% | +1.8% | -7.8% |
| 30D | -45.2% | -46.1% | +0.9% | -16.1% |
| 3M | -51.6% | -51.1% | -0.5% | -22.0% |
| 6M | -37.3% | -62.1% | +24.7% | +14.9% |
| YTD | +6.5% | -26.2% | +32.7% | +49.4% |
| 1Y | +1.7% | -32.6% | +34.3% | +47.1% |
| All | +1.7% | -33.0% | +34.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling