+1,261.8%
MU vs HUT
+218.4%
+1,043.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.3% | -2.0% | +5.1% |
| 7D | -12.0% | +3.7% | -15.7% | -12.7% |
| 30D | -28.7% | -32.3% | +3.6% | -25.0% |
| 3M | -16.4% | -35.6% | +19.2% | -12.0% |
| 6M | -1.8% | -42.1% | +40.3% | +5.3% |
| YTD | +157.1% | +24.1% | +132.9% | +147.2% |
| 1Y | +208.5% | +27.9% | +180.6% | +193.6% |
| 3Y | +906.2% | +409.1% | +497.0% | +665.2% |
| 5Y | +893.4% | -25.9% | +919.3% | +705.7% |
| All | +1,261.8% | +218.4% | +1,043.4% | +627.4% |
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