-1.4%
MDT vs HUT
-30.5%
+29.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | +0.8% |
| 7D | +3.5% | +3.7% | -0.1% | +3.2% |
| 30D | +16.2% | -32.3% | +48.5% | +17.1% |
| 3M | +18.9% | -35.6% | +54.5% | +19.7% |
| 6M | +37.3% | -42.1% | +79.4% | +38.0% |
| YTD | +9.7% | +24.1% | -14.4% | +6.1% |
| 1Y | +15.2% | +27.9% | -12.7% | +10.8% |
| 3Y | +61.8% | +409.1% | -347.3% | +38.7% |
| 5Y | -1.4% | -25.9% | +24.6% | -15.2% |
| All | -1.4% | -30.5% | +29.1% | -15.2% |
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 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