+25.0%
MMM vs HUT
+194.0%
-169.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.6% | -16.0% | -1.9% |
| 7D | +6.2% | -11.4% | +17.6% | +6.3% |
| 30D | +14.2% | -41.0% | +55.2% | +15.9% |
| 3M | +2.9% | -41.9% | +44.8% | +4.3% |
| 6M | +27.6% | -51.7% | +79.2% | +29.5% |
| YTD | +17.3% | +14.6% | +2.7% | +14.3% |
| 1Y | +15.1% | +21.4% | -6.3% | +11.5% |
| 3Y | +157.1% | +359.8% | -202.7% | +128.3% |
| 5Y | +45.1% | -27.5% | +72.6% | +30.2% |
| All | +25.0% | +194.0% | -169.0% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling