+448.2%
HUT vs MTCH
+4.6%
+443.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.5% | +8.2% |
| 7D | +5.4% | +1.3% | +4.1% | +4.7% |
| 30D | +8.6% | +15.9% | -7.3% | +0.9% |
| 3M | -15.2% | +23.3% | -38.5% | -24.2% |
| 6M | +92.9% | +40.1% | +52.7% | +62.6% |
| YTD | +114.6% | +33.6% | +81.0% | +83.4% |
| 1Y | +208.5% | +14.1% | +194.4% | +183.7% |
| 3Y | +821.5% | +1.4% | +820.1% | +765.3% |
| 5Y | +101.8% | -73.1% | +175.0% | +199.0% |
| All | +448.2% | +4.6% | +443.7% | +598.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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