+501.0%
MSFT vs HUT
+240.9%
+260.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.6% | -9.8% | -2.7% |
| 7D | -6.2% | +24.8% | -31.0% | -7.7% |
| 30D | -3.7% | -28.4% | +24.7% | -2.2% |
| 3M | +3.6% | -31.2% | +34.9% | +5.0% |
| 6M | +26.8% | -40.2% | +67.0% | +28.8% |
| YTD | +8.4% | +32.9% | -24.5% | +3.3% |
| 1Y | +3.3% | +39.1% | -35.8% | -2.5% |
| 3Y | +44.3% | +462.8% | -418.5% | +17.1% |
| 5Y | +63.3% | -13.9% | +77.2% | +36.4% |
| All | +501.0% | +240.9% | +260.1% | +290.6% |
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 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