+950.8%
MU vs HUT
+445.7%
+505.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.1% | +4.6% | -0.7% |
| 7D | +12.8% | +9.3% | +3.5% | +10.4% |
| 30D | -14.9% | -23.1% | +8.2% | -9.9% |
| 3M | -18.0% | -30.6% | +12.6% | -12.0% |
| 6M | -3.1% | -46.9% | +43.7% | +10.7% |
| YTD | +172.9% | +25.3% | +147.6% | +155.2% |
| 1Y | +228.8% | +59.8% | +169.0% | +190.5% |
| 3Y | +950.8% | +467.2% | +483.7% | +635.7% |
| All | +950.8% | +445.7% | +505.2% | +635.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling