+239.5%
HUT vs MOD
+365.8%
-126.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.5% | +4.1% | +6.0% |
| 7D | +24.8% | +8.2% | +16.5% | +21.0% |
| 30D | -28.4% | -38.2% | +9.8% | -10.4% |
| 3M | -31.2% | -46.2% | +15.0% | -9.1% |
| 6M | -40.2% | -62.5% | +22.3% | -8.9% |
| YTD | +32.9% | -20.1% | +53.0% | +50.1% |
| 1Y | +39.1% | -29.7% | +68.7% | +64.4% |
| 3Y | +462.8% | +136.2% | +326.6% | +360.5% |
| 5Y | -13.9% | +820.4% | -834.2% | -51.5% |
| All | +239.5% | +365.8% | -126.3% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling