+44.5%
MMM vs HUT
-14.7%
+59.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | -0.8% | +34.9% | -35.7% | -2.5% |
| 30D | +14.4% | -25.9% | +40.3% | +15.7% |
| 3M | +1.8% | -31.7% | +33.5% | +3.0% |
| 6M | +31.3% | -42.2% | +73.5% | +33.1% |
| YTD | +18.0% | +34.9% | -16.9% | +12.0% |
| 1Y | +10.9% | +48.5% | -37.6% | +4.0% |
| 3Y | +160.6% | +471.2% | -310.6% | +108.1% |
| 5Y | +44.5% | -18.9% | +63.4% | +18.2% |
| All | +44.5% | -14.7% | +59.2% | +18.2% |
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