+1,406.9%
MU vs HUT
+240.9%
+1,166.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.6% | +4.3% | +10.8% |
| 7D | +2.0% | +24.8% | -22.7% | -1.0% |
| 30D | -18.0% | -28.4% | +10.4% | -14.3% |
| 3M | -6.6% | -31.2% | +24.6% | -2.4% |
| 6M | +2.0% | -40.2% | +42.3% | +8.9% |
| YTD | +184.5% | +32.9% | +151.6% | +171.1% |
| 1Y | +236.9% | +39.1% | +197.8% | +217.1% |
| 3Y | +987.0% | +462.8% | +524.2% | +716.8% |
| 5Y | +1,014.6% | -13.9% | +1,028.5% | +791.5% |
| All | +1,406.9% | +240.9% | +1,166.0% | +697.7% |
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