+1,181.6%
MU vs HUT
+194.0%
+987.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.6% | -9.5% | +3.1% |
| 7D | -22.0% | -11.4% | -10.6% | -20.9% |
| 30D | -36.6% | -41.0% | +4.5% | -32.0% |
| 3M | -21.7% | -41.9% | +20.2% | -16.3% |
| 6M | +3.5% | -51.7% | +55.2% | +13.6% |
| YTD | +141.9% | +14.6% | +127.3% | +135.3% |
| 1Y | +189.8% | +21.4% | +168.4% | +178.0% |
| 3Y | +855.4% | +359.8% | +495.5% | +636.2% |
| 5Y | +869.2% | -27.5% | +896.6% | +691.8% |
| All | +1,181.6% | +194.0% | +987.6% | +592.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling