+837.6%
HUT vs UMAC
+508.0%
+329.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.8% | -2.6% |
| 7D | +18.9% | +3.3% | +15.6% | +18.3% |
| 30D | +12.0% | -10.4% | +22.4% | +12.7% |
| 3M | -14.9% | +1.8% | -16.6% | -16.7% |
| 6M | +96.8% | +40.7% | +56.1% | +77.2% |
| YTD | +108.8% | +90.9% | +17.9% | +79.7% |
| 1Y | +227.4% | +151.8% | +75.6% | +173.5% |
| All | +837.6% | +508.0% | +329.6% | +585.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling