-20.1%
MDT vs HUT
+102.6%
-122.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.2% | -2.1% |
| 7D | +0.4% | +28.3% | -27.9% | -0.4% |
| 30D | +6.0% | +12.3% | -6.3% | +5.5% |
| 3M | +15.5% | -16.8% | +32.3% | +15.8% |
| 6M | +3.4% | +111.4% | -108.0% | -0.7% |
| YTD | -2.2% | +116.6% | -118.7% | -6.5% |
| 1Y | +2.6% | +290.5% | -287.9% | -5.3% |
| 3Y | +27.5% | +792.3% | -764.8% | +7.8% |
| 5Y | -20.1% | +94.1% | -114.2% | -31.9% |
| All | -20.1% | +102.6% | -122.7% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling