+220.1%
HUT vs UMC
+792.9%
-572.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -5.5% |
| 7D | +9.3% | +11.2% | -1.8% | +1.9% |
| 30D | -23.1% | -28.0% | +4.9% | -3.4% |
| 3M | -30.6% | -20.5% | -10.1% | -19.3% |
| 6M | -46.9% | -1.6% | -45.3% | -49.3% |
| YTD | +25.3% | +99.4% | -74.1% | -29.3% |
| 1Y | +59.8% | +120.4% | -60.6% | -16.2% |
| 3Y | +467.2% | +134.2% | +333.0% | +181.5% |
| 5Y | -24.6% | +78.8% | -103.5% | -54.5% |
| All | +220.1% | +792.9% | -572.8% | -3.3% |
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