+219.1%
MNST vs HUT
+217.0%
+2.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -3.9% | -10.9% | +7.0% | -3.7% |
| 30D | +3.9% | -32.6% | +36.5% | +4.8% |
| 3M | -0.8% | -33.7% | +32.9% | -0.2% |
| 6M | +5.1% | -42.3% | +47.4% | +5.7% |
| YTD | +18.3% | +23.6% | -5.3% | +15.2% |
| 1Y | +29.5% | +20.4% | +9.1% | +25.8% |
| 3Y | +64.0% | +423.2% | -359.2% | +44.4% |
| 5Y | +97.2% | -19.4% | +116.6% | +78.4% |
| All | +219.1% | +217.0% | +2.2% | +133.8% |
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