+282.6%
MA vs HUT
+194.0%
+88.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.6% | -15.1% | -1.2% |
| 7D | +2.3% | -11.4% | +13.7% | +2.5% |
| 30D | +14.7% | -41.0% | +55.7% | +17.0% |
| 3M | +13.5% | -41.9% | +55.4% | +15.5% |
| 6M | +33.1% | -51.7% | +84.8% | +35.7% |
| YTD | +15.1% | +14.6% | +0.5% | +10.5% |
| 1Y | +18.7% | +21.4% | -2.7% | +13.0% |
| 3Y | +72.1% | +359.8% | -287.7% | +42.5% |
| 5Y | +92.8% | -27.5% | +120.3% | +65.2% |
| All | +282.6% | +194.0% | +88.6% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling