+64.1%
MSFT vs HUT
-31.8%
+95.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.6% | -15.6% | -2.4% |
| 7D | +1.7% | -11.4% | +13.0% | +2.1% |
| 30D | +0.2% | -41.0% | +41.2% | +4.4% |
| 3M | +6.4% | -41.9% | +48.3% | +10.3% |
| 6M | +28.7% | -51.7% | +80.4% | +34.4% |
| YTD | +10.4% | +14.6% | -4.2% | +3.6% |
| 1Y | +7.6% | +21.4% | -13.8% | -0.7% |
| 3Y | +52.3% | +359.8% | -307.5% | +7.8% |
| All | +64.1% | -31.8% | +95.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling