+279.7%
HUT vs MULL
+2,366.2%
-2,086.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.3% | +3.8% | -2.6% |
| 7D | +2.8% | +3.6% | -0.8% | +1.4% |
| 30D | +2.1% | +22.0% | -20.0% | -5.2% |
| 3M | -14.3% | -8.6% | -5.6% | -22.6% |
| 6M | +84.2% | +248.5% | -164.3% | -6.9% |
| YTD | +97.2% | +516.3% | -419.1% | -23.5% |
| 1Y | +192.7% | +2,036.6% | -1,843.9% | -31.4% |
| All | +279.7% | +2,366.2% | -2,086.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling