+221.8%
MNST vs HUT
+194.0%
+27.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +14.6% | -19.0% | -4.8% |
| 7D | -3.4% | -11.4% | +7.9% | -3.3% |
| 30D | +6.6% | -41.0% | +47.7% | +7.9% |
| 3M | -2.9% | -41.9% | +39.0% | -1.9% |
| 6M | +18.4% | -51.7% | +70.1% | +19.8% |
| YTD | +19.3% | +14.6% | +4.7% | +16.4% |
| 1Y | +37.9% | +21.4% | +16.5% | +33.9% |
| 3Y | +62.9% | +359.8% | -296.9% | +44.0% |
| 5Y | +99.6% | -27.5% | +127.1% | +81.0% |
| All | +221.8% | +194.0% | +27.8% | +136.3% |
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