-5.0%
MCD vs HUT
+13.4%
-18.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.6% | -15.1% | +0.1% |
| 7D | +7.1% | -11.4% | +18.5% | +6.8% |
| 30D | +19.8% | -41.0% | +60.8% | +18.0% |
| 3M | +0.8% | -41.9% | +42.7% | -0.5% |
| 6M | -1.3% | -51.7% | +50.4% | -2.9% |
| YTD | -7.8% | +14.6% | -22.4% | -8.0% |
| 1Y | -5.0% | +21.4% | -26.3% | -5.0% |
| All | -5.0% | +13.4% | -18.4% | -5.0% |
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