+58.5%
MDT vs HUT
+221.4%
-163.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.1% | +9.0% | +2.1% |
| 7D | +1.0% | +9.3% | -8.3% | +0.8% |
| 30D | +9.2% | -23.1% | +32.3% | +9.7% |
| 3M | +14.5% | -30.6% | +45.1% | +15.1% |
| 6M | +37.3% | -46.9% | +84.2% | +38.5% |
| YTD | +9.8% | +25.3% | -15.5% | +6.6% |
| 1Y | +10.5% | +59.8% | -49.3% | +6.0% |
| 3Y | +57.4% | +467.2% | -409.8% | +37.7% |
| 5Y | +1.2% | -24.6% | +25.8% | -8.6% |
| All | +58.5% | +221.4% | -163.0% | +11.2% |
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