+292.1%
HUT vs MULL
+2,561.4%
-2,269.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.8% | -5.6% | +2.5% |
| 7D | +17.8% | +17.3% | +0.5% | +11.8% |
| 30D | +0.8% | +23.5% | -22.7% | -6.5% |
| 3M | -26.8% | -24.0% | -2.8% | -30.1% |
| 6M | +72.6% | +276.7% | -204.2% | -14.9% |
| YTD | +103.6% | +565.1% | -461.4% | -22.8% |
| 1Y | +265.3% | +2,802.6% | -2,537.3% | -23.0% |
| All | +292.1% | +2,561.4% | -2,269.3% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling