+469.7%
MSFT vs HUT
+455.5%
+14.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.5% | -1.6% |
| 7D | -1.4% | +28.3% | -29.7% | -3.1% |
| 30D | -1.0% | +12.3% | -13.3% | -2.0% |
| 3M | +20.2% | -16.8% | +37.0% | +20.7% |
| 6M | +21.3% | +111.4% | -90.1% | +13.7% |
| YTD | +2.8% | +116.6% | -113.8% | -4.3% |
| 1Y | 0.0% | +290.5% | -290.5% | -11.6% |
| 3Y | +51.2% | +792.3% | -741.1% | +19.8% |
| 5Y | +71.4% | +94.1% | -22.7% | +37.8% |
| All | +469.7% | +455.5% | +14.2% | +261.8% |
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