+287.6%
MA vs HUT
+221.4%
+66.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.1% | +8.4% | +1.6% |
| 7D | +1.3% | +9.3% | -8.0% | +0.8% |
| 30D | +9.6% | -23.1% | +32.7% | +10.4% |
| 3M | +16.8% | -30.6% | +47.4% | +17.8% |
| 6M | +35.2% | -46.9% | +82.0% | +37.1% |
| YTD | +16.6% | +25.3% | -8.8% | +11.4% |
| 1Y | +19.8% | +59.8% | -40.1% | +12.4% |
| 3Y | +70.7% | +467.2% | -396.5% | +39.7% |
| 5Y | +87.4% | -24.6% | +112.0% | +60.3% |
| All | +287.6% | +221.4% | +66.1% | +143.9% |
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