+10.0%
MDT vs HUT
+33.5%
-23.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.5% | +0.3% |
| 7D | -3.2% | +24.8% | -28.0% | -2.4% |
| 30D | +10.5% | -28.4% | +38.9% | +10.3% |
| 3M | +13.0% | -31.2% | +44.2% | +12.7% |
| 6M | +38.7% | -40.2% | +78.9% | +38.0% |
| YTD | +8.5% | +32.9% | -24.4% | +4.4% |
| 1Y | +10.0% | +39.1% | -29.0% | +5.1% |
| All | +10.0% | +33.5% | -23.4% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling