+192.7%
HUT vs UMAC
+138.6%
+54.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -4.5% |
| 7D | +2.8% | -4.0% | +6.8% | +4.2% |
| 30D | +2.1% | -9.4% | +11.4% | +2.5% |
| 3M | -14.3% | +3.0% | -17.2% | -19.9% |
| 6M | +84.2% | +27.2% | +57.0% | +39.7% |
| YTD | +97.2% | +84.7% | +12.5% | +17.2% |
| 1Y | +192.7% | +136.5% | +56.2% | +70.0% |
| All | +192.7% | +138.6% | +54.1% | +70.0% |
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