+209.9%
HUT vs MULL
+2,261.5%
-2,051.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.0% | -5.2% |
| 7D | +18.9% | +14.8% | +4.1% | +13.9% |
| 30D | +12.0% | +36.6% | -24.6% | +1.2% |
| 3M | -14.9% | -8.9% | -6.0% | -22.6% |
| 6M | +96.8% | +311.9% | -215.1% | -2.4% |
| YTD | +108.8% | +579.8% | -471.0% | -19.3% |
| All | +209.9% | +2,261.5% | -2,051.6% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling