+102.4%
MCD vs HUT
+422.3%
-319.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -1.7% |
| 7D | -2.8% | +17.8% | -20.6% | -3.2% |
| 30D | -6.0% | +0.8% | -6.9% | -6.1% |
| 3M | -5.6% | -26.8% | +21.2% | -5.2% |
| 6M | -21.9% | +72.6% | -94.4% | -23.6% |
| YTD | -14.7% | +103.6% | -118.3% | -17.3% |
| 1Y | -17.3% | +265.3% | -282.5% | -21.7% |
| 3Y | -2.2% | +689.4% | -691.6% | -12.7% |
| 5Y | +20.3% | +75.3% | -55.1% | +8.8% |
| All | +102.4% | +422.3% | -319.9% | +45.0% |
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 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