+122.8%
MCD vs HUT
+218.4%
-95.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.3% | -6.5% | +1.6% |
| 7D | +5.9% | +3.7% | +2.3% | +5.7% |
| 30D | +19.6% | -32.3% | +52.0% | +20.4% |
| 3M | +3.3% | -35.6% | +38.9% | +3.9% |
| 6M | +3.5% | -42.1% | +45.6% | +4.0% |
| YTD | -6.1% | +24.1% | -30.2% | -8.2% |
| 1Y | -3.7% | +27.9% | -31.5% | -6.2% |
| 3Y | +13.4% | +409.1% | -395.7% | +1.9% |
| 5Y | +25.2% | -25.9% | +51.1% | +16.2% |
| All | +122.8% | +218.4% | -95.6% | +60.9% |
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