+1,345.6%
MU vs HUT
+221.4%
+1,124.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.1% | +4.6% | -1.5% |
| 7D | +12.8% | +9.3% | +3.5% | +11.5% |
| 30D | -14.9% | -23.1% | +8.2% | -11.9% |
| 3M | -18.0% | -30.6% | +12.6% | -14.4% |
| 6M | -3.1% | -46.9% | +43.7% | +5.0% |
| YTD | +172.9% | +25.3% | +147.6% | +162.2% |
| 1Y | +228.8% | +59.8% | +169.0% | +205.3% |
| 3Y | +950.8% | +467.2% | +483.7% | +691.3% |
| 5Y | +931.3% | -24.6% | +955.9% | +735.4% |
| All | +1,345.6% | +221.4% | +1,124.2% | +671.5% |
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