-25.9%
HUT vs MTB
+67.9%
-93.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +6.4% |
| 7D | +3.7% | -0.8% | +4.4% | +4.0% |
| 30D | -32.3% | +2.4% | -34.7% | -33.9% |
| 3M | -35.6% | -10.5% | -25.1% | -30.0% |
| 6M | -42.1% | +6.4% | -48.5% | -46.7% |
| YTD | +24.1% | +12.8% | +11.3% | +8.9% |
| 1Y | +27.9% | +23.3% | +4.6% | +4.2% |
| 3Y | +409.1% | +108.2% | +300.9% | +182.9% |
| 5Y | -25.9% | +68.6% | -94.5% | -48.1% |
| All | -25.9% | +67.9% | -93.9% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling