-5.3%
ADP vs HUT
+238.9%
-244.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -1.7% |
| 7D | -3.4% | +17.8% | -21.2% | -2.4% |
| 30D | +2.8% | +0.8% | +1.9% | +3.1% |
| 3M | +20.9% | -26.8% | +47.7% | +20.4% |
| 6M | +29.9% | +72.6% | -42.7% | +33.2% |
| YTD | +9.6% | +103.6% | -94.0% | +12.8% |
| 1Y | -5.3% | +265.3% | -270.5% | -2.9% |
| All | -5.3% | +238.9% | -244.2% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling