+104.6%
HUT vs MTUM
+78.7%
+25.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +5.9% |
| 7D | +5.4% | +0.7% | +4.7% | +4.1% |
| 30D | +8.6% | -2.4% | +11.1% | +16.0% |
| 3M | -15.2% | -3.6% | -11.6% | -10.0% |
| 6M | +92.9% | +23.7% | +69.2% | +16.7% |
| YTD | +114.6% | +22.9% | +91.7% | +36.0% |
| 1Y | +208.5% | +21.8% | +186.8% | +108.8% |
| 3Y | +821.5% | +114.4% | +707.0% | +88.6% |
| All | +104.6% | +78.7% | +25.9% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling