+17.8%
ADBE vs HUT
+435.6%
-417.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.7% |
| 7D | -8.9% | +18.9% | -27.8% | -9.9% |
| 30D | -6.6% | +12.0% | -18.6% | -7.5% |
| 3M | +7.1% | -14.9% | +22.0% | +6.9% |
| 6M | -9.8% | +96.8% | -106.6% | -15.8% |
| YTD | -27.2% | +108.8% | -136.0% | -32.9% |
| 1Y | -28.0% | +227.4% | -255.4% | -36.8% |
| 3Y | -54.5% | +760.3% | -814.8% | -65.5% |
| 5Y | -61.5% | +86.1% | -147.6% | -70.0% |
| All | +17.8% | +435.6% | -417.8% | -29.4% |
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