+85.5%
HUT vs MTCH
-72.5%
+158.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.5% | -6.2% |
| 7D | +2.8% | -1.4% | +4.3% | +3.7% |
| 30D | +2.1% | +13.6% | -11.6% | -7.5% |
| 3M | -14.3% | +22.4% | -36.7% | -27.3% |
| 6M | +84.2% | +37.2% | +47.0% | +43.8% |
| YTD | +97.2% | +31.8% | +65.4% | +56.1% |
| 1Y | +192.7% | +12.9% | +179.8% | +158.3% |
| 3Y | +712.6% | -1.1% | +713.7% | +644.4% |
| 5Y | +85.5% | -73.5% | +159.0% | +294.9% |
| All | +85.5% | -72.5% | +158.0% | +294.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling