+192.7%
HUT vs MOD
+321.9%
-129.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +5.7% | +8.9% | +12.1% |
| 7D | -11.4% | -25.5% | +14.2% | +2.0% |
| 30D | -41.0% | -49.0% | +8.0% | -20.0% |
| 3M | -41.9% | -49.8% | +7.9% | -20.9% |
| 6M | -51.7% | -64.8% | +13.1% | -24.2% |
| YTD | +14.6% | -27.6% | +42.2% | +35.0% |
| 1Y | +21.4% | -35.2% | +56.6% | +48.8% |
| 3Y | +359.8% | +137.1% | +222.7% | +281.1% |
| 5Y | -27.5% | +760.3% | -787.8% | -57.6% |
| All | +192.7% | +321.9% | -129.1% | +15.9% |
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