+420.1%
HUT vs MOS
+9.4%
+410.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +5.6% |
| 7D | +17.8% | +9.5% | +8.3% | +13.0% |
| 30D | +0.8% | +10.4% | -9.6% | -3.8% |
| 3M | -26.8% | +12.9% | -39.7% | -31.4% |
| 6M | +72.6% | +1.2% | +71.3% | +67.9% |
| YTD | +103.6% | +9.3% | +94.3% | +91.3% |
| 1Y | +265.3% | -18.0% | +283.2% | +289.7% |
| 3Y | +689.4% | -29.0% | +718.4% | +761.7% |
| 5Y | +75.3% | -9.6% | +84.9% | +63.6% |
| All | +420.1% | +9.4% | +410.7% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling