+86.6%
MDLZ vs HUT
+194.0%
-107.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.6% | -15.8% | -1.3% |
| 7D | +1.7% | -11.4% | +13.0% | +1.7% |
| 30D | +11.2% | -41.0% | +52.2% | +11.4% |
| 3M | +6.1% | -41.9% | +48.1% | +6.4% |
| 6M | +8.6% | -51.7% | +60.2% | +8.8% |
| YTD | +25.8% | +14.6% | +11.2% | +24.7% |
| 1Y | +21.7% | +21.4% | +0.3% | +20.3% |
| 3Y | +5.8% | +359.8% | -354.0% | +1.2% |
| 5Y | +21.4% | -27.5% | +48.9% | +16.8% |
| All | +86.6% | +194.0% | -107.4% | +58.1% |
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 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