+265.3%
HUT vs UMAC
+164.0%
+101.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +7.2% |
| 7D | +17.8% | -0.9% | +18.7% | +18.1% |
| 30D | +0.8% | -7.7% | +8.5% | +0.2% |
| 3M | -26.8% | -26.4% | -0.3% | -23.6% |
| 6M | +72.6% | +61.9% | +10.7% | +16.3% |
| YTD | +103.6% | +86.5% | +17.1% | +22.3% |
| 1Y | +265.3% | +156.3% | +109.0% | +124.8% |
| All | +265.3% | +164.0% | +101.3% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling