+208.5%
HUT vs MTUM
+21.2%
+187.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +5.8% |
| 7D | +5.4% | +0.7% | +4.7% | +4.0% |
| 30D | +8.6% | -2.4% | +11.1% | +16.1% |
| 3M | -15.2% | -3.6% | -11.6% | -13.2% |
| 6M | +92.9% | +23.7% | +69.2% | -13.0% |
| YTD | +114.6% | +22.9% | +91.7% | -0.5% |
| 1Y | +208.5% | +21.8% | +186.8% | +64.4% |
| All | +208.5% | +21.2% | +187.3% | +64.4% |
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