+317.0%
HUT vs MULL
+2,481.0%
-2,164.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.0% | +9.4% | +7.3% |
| 7D | +28.3% | +14.0% | +14.3% | +22.9% |
| 30D | +12.3% | +24.8% | -12.5% | +3.7% |
| 3M | -16.8% | -16.1% | -0.7% | -22.5% |
| 6M | +111.4% | +330.9% | -219.5% | -0.9% |
| YTD | +116.6% | +545.0% | -428.4% | -17.1% |
| 1Y | +290.5% | +2,427.1% | -2,136.7% | -13.4% |
| All | +317.0% | +2,481.0% | -2,164.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling