+312.2%
MS vs HUT
+194.0%
+118.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.6% | -15.1% | -1.7% |
| 7D | -1.6% | -11.4% | +9.8% | -1.1% |
| 30D | -3.8% | -41.0% | +37.3% | -0.3% |
| 3M | -14.6% | -41.9% | +27.3% | -11.8% |
| 6M | -5.1% | -51.7% | +46.6% | -1.3% |
| YTD | +4.5% | +14.6% | -10.1% | -0.3% |
| 1Y | +13.5% | +21.4% | -7.9% | +7.0% |
| 3Y | +160.4% | +359.8% | -199.4% | +106.1% |
| 5Y | +112.9% | -27.5% | +140.3% | +76.6% |
| All | +312.2% | +194.0% | +118.2% | +142.1% |
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