+137.9%
HUT vs MULL
+1,070.1%
-932.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.4% |
| 7D | -10.9% | -32.2% | +21.3% | -0.1% |
| 30D | -32.6% | -55.4% | +22.7% | -13.5% |
| 3M | -33.7% | -41.3% | +7.5% | -23.2% |
| 6M | -42.3% | -44.9% | +2.6% | -42.6% |
| YTD | +23.6% | +192.4% | -168.8% | -40.0% |
| 1Y | +20.4% | +239.4% | -219.1% | -46.2% |
| All | +137.9% | +1,070.1% | -932.1% | -44.2% |
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