-40.2%
HUT vs MTB
+4.9%
-45.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.7% | +7.5% |
| 7D | +24.8% | -2.0% | +26.7% | +23.4% |
| 30D | -28.4% | +0.1% | -28.5% | -28.4% |
| 3M | -31.2% | -12.1% | -19.1% | -36.5% |
| 6M | -40.2% | +7.3% | -47.5% | -41.8% |
| All | -40.2% | +4.9% | -45.1% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling