-21.3%
HUT vs MXL
-19.3%
-2.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.4% | -1.7% | -4.7% |
| 7D | +9.3% | +13.4% | -4.1% | +3.2% |
| 30D | -23.1% | -29.2% | +6.1% | -10.1% |
| 3M | -30.6% | -27.2% | -3.4% | -21.3% |
| 6M | -46.9% | -36.4% | -10.4% | -40.2% |
| YTD | +25.3% | +220.0% | -194.7% | -54.3% |
| 1Y | +59.8% | +304.8% | -245.0% | -49.6% |
| 3Y | +467.2% | +238.5% | +228.7% | +54.5% |
| All | -21.3% | -19.3% | -2.0% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling