-3.9%
MCD vs HUT
-2.9%
-1.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -23.2% | +29.8% | +5.5% |
| 7D | +11.9% | -29.5% | +41.4% | +10.6% |
| 30D | +20.2% | -45.2% | +65.4% | +18.1% |
| 3M | +5.2% | -51.6% | +56.8% | +3.2% |
| 6M | 0.0% | -37.3% | +37.3% | -1.7% |
| YTD | -6.5% | +6.5% | -13.0% | -7.5% |
| 1Y | -3.9% | +1.7% | -5.7% | -4.7% |
| All | -3.9% | -2.9% | -1.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling