+86.1%
HUT vs MXL
+34.9%
+51.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.5% | -11.1% | -6.8% |
| 7D | +18.9% | +19.0% | -0.1% | +10.0% |
| 30D | +12.0% | +4.5% | +7.5% | +8.5% |
| 3M | -14.9% | -1.5% | -13.3% | -19.9% |
| 6M | +96.8% | +348.6% | -251.8% | -38.3% |
| YTD | +108.8% | +310.3% | -201.5% | -31.2% |
| 1Y | +227.4% | +344.7% | -117.3% | +1.7% |
| 3Y | +760.3% | +211.2% | +549.1% | +165.4% |
| 5Y | +86.1% | +34.8% | +51.2% | +31.4% |
| All | +86.1% | +34.9% | +51.1% | +31.4% |
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