+746.7%
HUT vs MTUM
+112.0%
+634.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.6% | -1.1% |
| 7D | +2.8% | +1.2% | +1.6% | +0.4% |
| 30D | +2.1% | -1.7% | +3.7% | +6.6% |
| 3M | -14.3% | -0.5% | -13.8% | -16.4% |
| 6M | +84.2% | +22.3% | +61.9% | +13.5% |
| YTD | +97.2% | +21.4% | +75.9% | +27.7% |
| 1Y | +192.7% | +20.0% | +172.7% | +102.7% |
| All | +746.7% | +112.0% | +634.7% | +153.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling