+453.2%
HUT vs MTCH
+1.5%
+451.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.1% | +7.1% |
| 7D | +28.3% | -1.8% | +30.1% | +29.2% |
| 30D | +12.3% | +10.4% | +1.9% | +6.6% |
| 3M | -16.8% | +21.0% | -37.8% | -25.0% |
| 6M | +111.4% | +36.6% | +74.7% | +80.2% |
| YTD | +116.6% | +29.7% | +86.9% | +87.6% |
| 1Y | +290.5% | +8.6% | +281.9% | +266.9% |
| 3Y | +792.3% | -2.7% | +795.0% | +754.2% |
| 5Y | +94.1% | -72.9% | +167.1% | +188.8% |
| All | +453.2% | +1.5% | +451.7% | +614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling