+284.4%
MA vs HUT
+218.4%
+66.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | +0.1% |
| 7D | -0.3% | +3.7% | -4.0% | -0.9% |
| 30D | +11.3% | -32.3% | +43.7% | +12.8% |
| 3M | +16.7% | -35.6% | +52.3% | +18.1% |
| 6M | +32.8% | -42.1% | +74.9% | +34.1% |
| YTD | +15.6% | +24.1% | -8.5% | +10.6% |
| 1Y | +19.6% | +27.9% | -8.3% | +13.5% |
| 3Y | +72.1% | +409.1% | -337.0% | +41.8% |
| 5Y | +96.0% | -25.9% | +122.0% | +67.9% |
| All | +284.4% | +218.4% | +66.1% | +142.1% |
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