August 2026

mHYPER Transparency Report


By Delta Y

Highlights

mHYPER is a USD-denominated Liquid Yield Token tracking a multi-chain stablecoin yield strategy through diversified DeFi and CeFi positions across multiple protocols and exchanges, managed by Hyperithm. The vault was deployed on July 15, 2025, with regular price updates beginning on July 17, 2025, and data on protocols' allocations available since August 25, 2025.

During August 2026, mHYPER's AUM decreased from $38.01M to $37.08M. The inception-to-date return (net of fees) now amounts to 11.01% annualized.

Other relevant indicators can be seen in Table 1 below:

Table 1: mHYPER Key Performance Indicators over the last 2 months

Jul 2026

Aug 2026

Avg. NAV

$47.94M

$38.46M

(-19.77%)

Avg. APY

10.24%

7.02%

(-3.22 p.p.)

Avg. Leverage

1.70x

1.81x

(6.15%)

Net Deposits

-$11.06M

-$1.14M

(89.73%)

Performance

mHYPER reached a price of $1.1235 in its latest oracle update, reflecting a 0.42% return for the month of August. The trailing (7 days minimum) APY peaked at 9.01% during this period, with a minimum of 5.53%.

Table 2displays the vault's performance against other comparable yield strategies:

Table 2: Yield and risk metrics for mHYPER vs sUSDe over the last 2 months

Jul 2026

Aug 2026

mHYPER

sUSDe

mHYPER

sUSDe

Avg. APY

10.22%

3.94%

7.14%

4.17%

Std. Dev. APY

0.77%

0.11%

1.51%

0.17%

Sharpe Ratio 1

8.66

3.01

2.49

3.21

1 Considered the 30D Avg. Secured Overnight Financing Rate (SOFR) as the risk-free rate for calculation purposes.

Portfolio Allocation

The vault's main strategies during this period - ranked from highest to lowest by average NAV - were Lending ($16.84M or 43.77%), Unallocated ($7.18M or 18.65%) and Perps ($5.86M or 15.22%).

As of the reporting date, the vault's capital is deployed across 17 blockchains and 11 protocols, with exposure over the past month ranging between 3-12 protocols.

More notably, mHYPER's capital allocation across the top 5 most common protocols is detailed in Figure 1:

Jul 2026
Aug 2026

Figure 1: Average NAV allocated by mHYPER to the top 5 protocols over the last 2 months.

The vault's largest asset holdings for the month were USDC ($34.77M or 49.96%), USDT0 ($17.47M or 25.10%) and sUSDai ($11.82M or 16.98%), which have, on average, collectively represented 92.04%of the vault's total assets. On the liabilities side, the vault's main exposure was to USDT0 ($21.55M or 66.86%), USDC ($6.12M or 18.97%) and USDT ($4.57M or 14.17%), together representing approximately 100.00%of the vault's liabilities.

At the end of the period, the vault's leverage was 1.87x, which represents an increase of 1.44% from the start of the month.

Other relevant indicators can be seen in Table 3 below:

Table 3: mHYPER's token assets and liabilities over the last two months.

31st Jul 2026

31st Aug 2026

Assets

USDC

$33.68M

48.03%

$36.28M

52.28%

USDT0

$18.25M

26.02%

$19.13M

27.56%

sUSDai

$12.39M

17.66%

$10.34M

14.90%

USDT

$1.88M

2.68%

$1.85M

2.66%

HYPE

$0.00

0.00%

$85.47K

0.12%

Unclassified

$3.87M

5.52%

$1.70M

2.45%

Others

$62.32K

0.09%

$13.25K

0.02%

Total Assets

$70.13M

100.00%

$69.40M

100.00%

Liabilities & Vault's NAV

USDT0

$21.47M

30.61%

$21.62M

31.15%

USDC

$6.10M

8.70%

$6.13M

8.83%

USDT

$4.55M

6.49%

$4.58M

6.60%

Total Liabilities

$32.12M

45.80%

$32.32M

46.58%

Vault's NAV

$38.01M

54.20%

$37.08M

53.42%

Total Liabilities & Vault's NAV

$70.13M

100.00%

$69.40M

100.00%

Activity

During August 2026, the vault processed $3.07M in deposits and $4.21M in withdrawals, resulting in -$1.14M of net deposits over a total of 124 transactions.

As of period end, the mHYPER vault had 961 holder addresses, representing an increase of 1.37% from the start of the month.

Other relevant indicators can be seen in Table 4 below:

Table 4: mHYPER's token activity Key Performance Indicators

Jul 2026

Aug 2026

Deposits

$7.07M

$3.07M

(-56.53%)

Withdrawals

$18.12M

$4.21M

(-76.78%)

Net Deposits

-$11.06M

-$1.14M

(89.73%)

Avg. Holders NAV

$52.21K

$40.36K

(-22.70%)

Median Holders NAV

$5.53

$5.07

(-8.32%)

Disclosures

Security: Midas smart contracts have been audited by Sherlock and Côme du Crest. Onchain transactions are secured via multi-sig / MPC wallets (e.g., Fordefi, Fireblocks).

Fees: Midas vaults may be subject to management and performance fees, which are automatically deducted and reflected in net returns.

Accounting: mHYPER's price is updated periodically onchain. Price increases stepwise rather than reflecting real-time mark-to-market.

Risks: Smart contract risk (potential total loss), market risk (depegs, rate volatility), and counterparty risk (centralized components in some protocols).

Data Sources: Unless otherwise stated, all data presented in the report is obtained from on-chain sources. Any supplementary sources are explicitly noted where applicable.

Disclaimer

This report is for informational purposes only and does not constitute financial, investment, legal, or tax advice. The information contained herein is not an offer to sell or a solicitation of an offer to buy any security, nor shall any securities be offered or sold to any person in any jurisdiction in which such offer, solicitation, purchase, or sale would be unlawful.

Investing in decentralized finance (DeFi) products, including mHYPER, involves significant risks, including but not limited to smart contract vulnerabilities, market volatility, and regulatory uncertainty. Past performance is not indicative of future results, and investors may lose some or all of their principal.

The data and analyses presented in this report are based on information believed to be reliable, but their accuracy, completeness, and timeliness are not guaranteed. The strategies and allocations described are subject to change without notice. All investment decisions should be made with the help of a qualified professional and based on your own research and risk tolerance.