+796.4%
HUT vs MXL
+209.6%
+586.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.5% | -11.1% | -6.0% |
| 7D | +18.9% | +19.0% | -0.1% | +12.1% |
| 30D | +12.0% | +4.5% | +7.5% | +9.5% |
| 3M | -14.9% | -1.5% | -13.3% | -17.8% |
| 6M | +96.8% | +348.6% | -251.8% | -17.1% |
| YTD | +108.8% | +310.3% | -201.5% | -8.1% |
| 1Y | +227.4% | +344.7% | -117.3% | +37.6% |
| All | +796.4% | +209.6% | +586.9% | +335.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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