+192.7%
HUT vs MOS
-4.6%
+197.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.1% | +14.4% | +14.5% |
| 7D | -11.4% | +21.6% | -33.0% | -21.3% |
| 30D | -41.0% | +12.0% | -53.0% | -45.8% |
| 3M | -41.9% | -3.9% | -38.0% | -43.1% |
| 6M | -51.7% | -3.3% | -48.4% | -53.1% |
| YTD | +14.6% | -4.6% | +19.3% | +10.6% |
| 1Y | +21.4% | -7.0% | +28.4% | +18.3% |
| 3Y | +359.8% | -24.4% | +384.3% | +373.5% |
| 5Y | -27.5% | -32.1% | +4.6% | -25.0% |
| All | +192.7% | -4.6% | +197.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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