+785.6%
HUT vs UMAC
+488.3%
+297.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -5.0% |
| 7D | +2.8% | -4.0% | +6.8% | +3.5% |
| 30D | +2.1% | -9.4% | +11.4% | +2.6% |
| 3M | -14.3% | +3.0% | -17.2% | -16.2% |
| 6M | +84.2% | +27.2% | +57.0% | +68.3% |
| YTD | +97.2% | +84.7% | +12.5% | +70.6% |
| 1Y | +192.7% | +136.5% | +56.2% | +146.5% |
| All | +785.6% | +488.3% | +297.4% | +550.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling