+27.5%
MDT vs HUT
+772.7%
-745.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.2% | -2.0% |
| 7D | +0.4% | +28.3% | -27.9% | +0.1% |
| 30D | +6.0% | +12.3% | -6.3% | +5.8% |
| 3M | +15.5% | -16.8% | +32.3% | +15.7% |
| 6M | +3.4% | +111.4% | -108.0% | +1.4% |
| YTD | -2.2% | +116.6% | -118.7% | -4.4% |
| 1Y | +2.6% | +290.5% | -287.9% | -1.4% |
| 3Y | +27.5% | +792.3% | -764.8% | +19.1% |
| All | +27.5% | +772.7% | -745.2% | +19.1% |
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 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