+462.8%
HUT vs UMAC
+182.0%
+280.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.6% | -2.5% | -6.3% |
| 7D | +9.3% | -5.2% | +14.6% | +10.3% |
| 30D | -23.1% | -36.4% | +13.3% | -16.7% |
| 3M | -30.6% | -58.6% | +28.0% | -20.6% |
| 6M | -46.9% | -24.6% | -22.2% | -46.1% |
| YTD | +25.3% | -11.5% | +36.8% | +22.4% |
| 1Y | +59.8% | +16.9% | +42.9% | +51.1% |
| All | +462.8% | +182.0% | +280.8% | +367.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling