+73.5%
MSFT vs HUT
+71.6%
+1.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -2.6% |
| 7D | -2.7% | +17.8% | -20.5% | -4.3% |
| 30D | +2.7% | +0.8% | +1.9% | +2.2% |
| 3M | +17.0% | -26.8% | +43.7% | +19.1% |
| 6M | +23.8% | +72.6% | -48.7% | +14.4% |
| YTD | +4.0% | +103.6% | -99.6% | -6.3% |
| 1Y | -0.8% | +265.3% | -266.1% | -17.6% |
| 3Y | +55.6% | +689.4% | -633.8% | +7.0% |
| All | +73.5% | +71.6% | +1.8% | +25.2% |
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