+403.8%
HUT vs UMC
+1,182.5%
-778.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -3.9% |
| 7D | +2.8% | +11.4% | -8.5% | -4.3% |
| 30D | +2.1% | +16.8% | -14.7% | -8.7% |
| 3M | -14.3% | +19.1% | -33.4% | -27.7% |
| 6M | +84.2% | +137.4% | -53.2% | -3.6% |
| YTD | +97.2% | +186.4% | -89.2% | -13.1% |
| 1Y | +192.7% | +229.1% | -36.4% | +17.7% |
| 3Y | +712.6% | +257.9% | +454.7% | +201.8% |
| 5Y | +85.5% | +137.5% | -52.1% | -9.0% |
| All | +403.8% | +1,182.5% | -778.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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