+1,383.0%
MU vs HUT
+246.0%
+1,137.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | +21.6% | +34.9% | -13.2% | +16.6% |
| 30D | -16.2% | -25.9% | +9.7% | -12.9% |
| 3M | -12.4% | -31.7% | +19.4% | -8.4% |
| 6M | +4.2% | -42.2% | +46.4% | +11.7% |
| YTD | +180.0% | +34.9% | +145.1% | +166.2% |
| 1Y | +226.4% | +48.5% | +177.9% | +204.8% |
| 3Y | +969.7% | +471.2% | +498.5% | +702.1% |
| 5Y | +957.9% | -18.9% | +976.8% | +748.2% |
| All | +1,383.0% | +246.0% | +1,137.0% | +683.3% |
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