+453.2%
HUT vs MTUM
+207.0%
+246.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.1% | +4.2% |
| 7D | +28.3% | +4.1% | +24.2% | +20.1% |
| 30D | +12.3% | -0.2% | +12.5% | +13.4% |
| 3M | -16.8% | -1.9% | -14.9% | -13.9% |
| 6M | +111.4% | +28.1% | +83.3% | +44.8% |
| YTD | +116.6% | +23.6% | +93.0% | +62.0% |
| 1Y | +290.5% | +26.1% | +264.3% | +193.4% |
| 3Y | +792.3% | +116.8% | +675.4% | +236.6% |
| 5Y | +94.1% | +80.0% | +14.1% | +4.6% |
| All | +453.2% | +207.0% | +246.2% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling