+13.8%
MMM vs HUT
+422.3%
-408.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | -0.1% |
| 7D | -3.3% | +17.8% | -21.1% | -3.9% |
| 30D | -7.0% | +0.8% | -7.9% | -7.2% |
| 3M | +10.8% | -26.8% | +37.6% | +11.5% |
| 6M | +5.8% | +72.6% | -66.8% | +2.5% |
| YTD | +6.8% | +103.6% | -96.9% | +2.4% |
| 1Y | +10.4% | +265.3% | -254.9% | +2.6% |
| 3Y | +104.7% | +689.4% | -584.7% | +78.8% |
| 5Y | +23.6% | +75.3% | -51.8% | +8.3% |
| All | +13.8% | +422.3% | -408.5% | -17.3% |
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 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