+161.8%
MS vs HUT
+281.3%
-119.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.1% | +0.2% | -5.3% |
| 7D | -3.4% | -30.8% | +27.4% | -0.4% |
| 30D | -3.9% | -50.2% | +46.3% | +2.3% |
| 3M | -15.9% | -50.5% | +34.6% | -10.9% |
| 6M | -2.5% | -42.9% | +40.4% | 0.0% |
| YTD | +5.1% | 0.0% | +5.1% | +0.2% |
| 1Y | +13.0% | -2.2% | +15.2% | +6.9% |
| All | +161.8% | +281.3% | -119.5% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling