+5.3%
MDLZ vs HUT
+478.8%
-473.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.6% | -7.3% | +0.5% |
| 7D | -1.0% | +24.8% | -25.8% | -0.3% |
| 30D | +7.9% | -28.4% | +36.3% | +7.4% |
| 3M | +8.9% | -31.2% | +40.1% | +8.5% |
| 6M | +10.5% | -40.2% | +50.7% | +10.0% |
| YTD | +27.1% | +32.9% | -5.8% | +28.0% |
| 1Y | +20.9% | +39.1% | -18.1% | +22.0% |
| All | +5.3% | +478.8% | -473.5% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling