+155.5%
HUT vs MOD
+299.1%
-143.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.3% | +1.2% | -3.0% |
| 7D | -30.8% | -34.2% | +3.3% | -16.1% |
| 30D | -50.2% | -51.9% | +1.7% | -30.8% |
| 3M | -50.5% | -53.0% | +2.6% | -30.7% |
| 6M | -42.9% | -66.4% | +23.4% | -8.8% |
| YTD | 0.0% | -31.5% | +31.6% | +20.4% |
| 1Y | -2.2% | -39.6% | +37.3% | +23.2% |
| 3Y | +289.4% | +116.8% | +172.6% | +233.0% |
| 5Y | -36.7% | +713.8% | -750.5% | -62.2% |
| All | +155.5% | +299.1% | -143.6% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling