+333.0%
MS vs HUT
+240.9%
+92.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.6% | -5.9% | +1.0% |
| 7D | -1.7% | +24.8% | -26.5% | -3.6% |
| 30D | +0.9% | -28.4% | +29.3% | +3.0% |
| 3M | -10.8% | -31.2% | +20.4% | -9.2% |
| 6M | +0.9% | -40.2% | +41.2% | +3.1% |
| YTD | +9.8% | +32.9% | -23.1% | +3.4% |
| 1Y | +17.1% | +39.1% | -22.0% | +9.1% |
| 3Y | +175.7% | +462.8% | -287.1% | +114.7% |
| 5Y | +125.9% | -13.9% | +139.7% | +84.9% |
| All | +333.0% | +240.9% | +92.1% | +151.2% |
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