+1,246.8%
MU vs HUT
+217.0%
+1,029.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -15.2% | -10.9% | -4.3% | -14.0% |
| 30D | -29.5% | -32.6% | +3.1% | -25.8% |
| 3M | -15.8% | -33.7% | +18.0% | -11.6% |
| 6M | -2.9% | -42.3% | +39.5% | +4.2% |
| YTD | +154.2% | +23.6% | +130.7% | +144.7% |
| 1Y | +186.6% | +20.4% | +166.2% | +174.6% |
| 3Y | +871.5% | +423.2% | +448.3% | +637.1% |
| 5Y | +911.7% | -19.4% | +931.1% | +716.7% |
| All | +1,246.8% | +217.0% | +1,029.8% | +619.8% |
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