+220.1%
HUT vs MOD
+492.4%
-272.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +27.9% | -35.0% | -18.8% |
| 7D | +9.3% | +40.4% | -31.1% | -8.2% |
| 30D | -23.1% | -14.0% | -9.1% | -18.9% |
| 3M | -30.6% | -33.3% | +2.7% | -18.7% |
| 6M | -46.9% | -51.4% | +4.6% | -29.5% |
| YTD | +25.3% | +1.6% | +23.7% | +24.0% |
| 1Y | +59.8% | +5.4% | +54.4% | +54.9% |
| 3Y | +467.2% | +191.0% | +276.2% | +310.5% |
| 5Y | -24.6% | +1,093.1% | -1,117.8% | -62.9% |
| All | +220.1% | +492.4% | -272.3% | +6.4% |
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