+27.3%
MMM vs HUT
+218.4%
-191.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.4% | +1.6% |
| 7D | +5.8% | +3.7% | +2.1% | +5.3% |
| 30D | +17.9% | -32.3% | +50.3% | +19.2% |
| 3M | +3.6% | -35.6% | +39.2% | +4.6% |
| 6M | +32.9% | -42.1% | +75.0% | +34.1% |
| YTD | +19.5% | +24.1% | -4.6% | +16.1% |
| 1Y | +16.5% | +27.9% | -11.3% | +12.7% |
| 3Y | +167.2% | +409.1% | -242.0% | +136.3% |
| 5Y | +48.2% | -25.9% | +74.2% | +32.8% |
| All | +27.3% | +218.4% | -191.0% | -6.2% |
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 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