+512.0%
MSFT vs HUT
+194.0%
+318.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.6% | -15.6% | -1.9% |
| 7D | +1.7% | -11.4% | +13.0% | +2.0% |
| 30D | +0.2% | -41.0% | +41.2% | +3.0% |
| 3M | +6.4% | -41.9% | +48.3% | +9.0% |
| 6M | +28.7% | -51.7% | +80.4% | +32.6% |
| YTD | +10.4% | +14.6% | -4.2% | +6.2% |
| 1Y | +7.6% | +21.4% | -13.8% | +2.5% |
| 3Y | +52.3% | +359.8% | -307.5% | +25.2% |
| 5Y | +64.5% | -27.5% | +92.0% | +38.8% |
| All | +512.0% | +194.0% | +318.0% | +301.6% |
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