+467.2%
HUT vs MXL
+237.7%
+229.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.4% | -1.7% | -5.1% |
| 7D | +9.3% | +13.4% | -4.1% | +4.4% |
| 30D | -23.1% | -29.2% | +6.1% | -12.7% |
| 3M | -30.6% | -27.2% | -3.4% | -22.7% |
| 6M | -46.9% | -36.4% | -10.4% | -40.8% |
| YTD | +25.3% | +220.0% | -194.7% | -41.0% |
| 1Y | +59.8% | +304.8% | -245.0% | -33.3% |
| 3Y | +467.2% | +238.5% | +228.7% | +140.1% |
| All | +467.2% | +237.7% | +229.5% | +140.1% |
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