+1,456.4%
HUT vs MRNA
+554.4%
+902.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.4% | +3.5% | +8.2% |
| 7D | +5.4% | -1.1% | +6.5% | +5.5% |
| 30D | +8.6% | +126.1% | -117.5% | -11.9% |
| 3M | -15.2% | +190.0% | -205.3% | -35.3% |
| 6M | +92.9% | +157.2% | -64.3% | +51.0% |
| YTD | +114.6% | +388.2% | -273.6% | +48.6% |
| 1Y | +208.5% | +467.0% | -258.5% | +107.7% |
| 3Y | +821.5% | +36.1% | +785.4% | +644.2% |
| 5Y | +101.8% | -68.0% | +169.8% | +74.0% |
| All | +1,456.4% | +554.4% | +902.0% | +1,566.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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