+52.0%
MCHP vs HUT
+221.4%
-169.4%
-63.8%
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% | +0.1% |
| 7D | +5.7% | +9.3% | -3.6% | +4.7% |
| 30D | -13.4% | -23.1% | +9.7% | -11.7% |
| 3M | -20.1% | -30.6% | +10.5% | -18.0% |
| 6M | -35.5% | -46.9% | +11.3% | -32.5% |
| YTD | -1.6% | +25.3% | -26.9% | -7.1% |
| 1Y | +15.5% | +59.8% | -44.3% | +5.5% |
| 3Y | -13.2% | +467.2% | -480.4% | -36.0% |
| 5Y | -17.5% | -24.6% | +7.2% | -34.6% |
| All | +52.0% | +221.4% | -169.4% | -17.1% |
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