+1.7%
HUT vs MTUM
+9.7%
-8.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -2.0% | -21.3% | -18.5% |
| 7D | -29.5% | -10.1% | -19.4% | -7.6% |
| 30D | -45.2% | -15.6% | -29.6% | -15.4% |
| 3M | -51.6% | -12.7% | -38.9% | -29.9% |
| 6M | -37.3% | -3.7% | -33.6% | -38.6% |
| YTD | +6.5% | +9.4% | -2.9% | -29.1% |
| 1Y | +1.7% | +10.2% | -8.5% | -31.5% |
| All | +1.7% | +9.7% | -8.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling