+314.5%
MS vs HUT
+156.6%
+157.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.1% | +0.2% | -5.4% |
| 7D | -3.4% | -30.8% | +27.4% | -0.9% |
| 30D | -3.9% | -50.2% | +46.3% | +1.1% |
| 3M | -15.9% | -50.5% | +34.6% | -11.9% |
| 6M | -2.5% | -42.9% | +40.4% | -0.3% |
| YTD | +5.1% | 0.0% | +5.1% | +1.5% |
| 1Y | +13.0% | -2.2% | +15.2% | +8.4% |
| 3Y | +160.7% | +289.4% | -128.7% | +109.3% |
| 5Y | +114.0% | -36.7% | +150.7% | +79.7% |
| All | +314.5% | +156.6% | +157.9% | +146.4% |
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