+287.3%
MA vs HUT
+240.9%
+46.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.3% | -0.1% |
| 7D | -1.8% | +24.8% | -26.5% | -2.9% |
| 30D | +11.0% | -28.4% | +39.4% | +12.2% |
| 3M | +17.9% | -31.2% | +49.1% | +19.0% |
| 6M | +33.2% | -40.2% | +73.4% | +34.3% |
| YTD | +16.5% | +32.9% | -16.4% | +11.1% |
| 1Y | +19.1% | +39.1% | -20.0% | +12.7% |
| 3Y | +70.6% | +462.8% | -392.2% | +39.8% |
| 5Y | +92.1% | -13.9% | +106.0% | +63.4% |
| All | +287.3% | +240.9% | +46.4% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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