+219.5%
MNST vs HUT
+240.9%
-21.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.6% | -7.4% | -0.1% |
| 7D | -6.9% | +24.8% | -31.6% | -7.5% |
| 30D | +3.7% | -28.4% | +32.1% | +4.4% |
| 3M | -0.3% | -31.2% | +30.9% | +0.3% |
| 6M | +5.1% | -40.2% | +45.3% | +5.6% |
| YTD | +18.4% | +32.9% | -14.5% | +15.1% |
| 1Y | +26.3% | +39.1% | -12.8% | +22.1% |
| 3Y | +64.3% | +462.8% | -398.5% | +44.3% |
| 5Y | +96.8% | -13.9% | +110.7% | +77.7% |
| All | +219.5% | +240.9% | -21.4% | +133.6% |
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