+115.3%
MCD vs HUT
+221.4%
-106.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.5% |
| 7D | -1.6% | +9.3% | -11.0% | -1.8% |
| 30D | +14.1% | -23.1% | +37.2% | +14.5% |
| 3M | +0.6% | -30.6% | +31.2% | +1.0% |
| 6M | 0.0% | -46.9% | +46.9% | +0.7% |
| YTD | -9.3% | +25.3% | -34.6% | -11.3% |
| 1Y | -9.3% | +59.8% | -69.1% | -12.2% |
| 3Y | +8.6% | +467.2% | -458.6% | -2.8% |
| 5Y | +21.9% | -24.6% | +46.5% | +13.1% |
| All | +115.3% | +221.4% | -106.2% | +55.4% |
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