+27.5%
MMM vs HUT
+240.9%
-213.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.6% | -7.8% | -0.5% |
| 7D | -2.6% | +24.8% | -27.4% | -3.4% |
| 30D | +17.4% | -28.4% | +45.8% | +18.4% |
| 3M | +3.6% | -31.2% | +34.8% | +4.4% |
| 6M | +33.0% | -40.2% | +73.3% | +34.0% |
| YTD | +19.6% | +32.9% | -13.3% | +16.0% |
| 1Y | +14.0% | +39.1% | -25.0% | +10.0% |
| 3Y | +164.3% | +462.8% | -298.5% | +133.0% |
| 5Y | +49.3% | -13.9% | +63.2% | +33.3% |
| All | +27.5% | +240.9% | -213.4% | -6.3% |
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