+433.3%
HUT vs MTB
+57.2%
+376.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +18.9% | +1.1% | +17.8% | +18.2% |
| 30D | +12.0% | -4.6% | +16.6% | +14.8% |
| 3M | -14.9% | +6.3% | -21.1% | -18.5% |
| 6M | +96.8% | +15.6% | +81.2% | +80.1% |
| YTD | +108.8% | +20.6% | +88.2% | +86.0% |
| 1Y | +227.4% | +22.5% | +204.8% | +189.4% |
| 3Y | +760.3% | +114.4% | +645.8% | +484.0% |
| 5Y | +86.1% | +101.9% | -15.8% | +35.2% |
| All | +433.3% | +57.2% | +376.2% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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