+227.0%
MNST vs HUT
+221.4%
+5.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.1% | +9.1% | +2.1% |
| 7D | +1.6% | +9.3% | -7.7% | +1.3% |
| 30D | +5.1% | -23.1% | +28.2% | +5.5% |
| 3M | -0.5% | -30.6% | +30.1% | 0.0% |
| 6M | +8.1% | -46.9% | +55.0% | +9.1% |
| YTD | +21.2% | +25.3% | -4.1% | +18.0% |
| 1Y | +30.7% | +59.8% | -29.1% | +25.9% |
| 3Y | +67.3% | +467.2% | -399.9% | +46.8% |
| 5Y | +101.9% | -24.6% | +126.5% | +83.0% |
| All | +227.0% | +221.4% | +5.6% | +139.4% |
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