+391.6%
MS vs HUT
+422.3%
-30.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.2% |
| 7D | +1.4% | +17.8% | -16.4% | 0.0% |
| 30D | -0.3% | +0.8% | -1.1% | -0.6% |
| 3M | +0.3% | -26.8% | +27.1% | +1.8% |
| 6M | +31.3% | +72.6% | -41.2% | +23.1% |
| YTD | +24.7% | +103.6% | -79.0% | +14.4% |
| 1Y | +47.9% | +265.3% | -217.4% | +27.6% |
| 3Y | +178.3% | +689.4% | -511.1% | +112.0% |
| 5Y | +144.9% | +75.3% | +69.6% | +91.2% |
| All | +391.6% | +422.3% | -30.7% | +177.9% |
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