+215.4%
ADP vs HUT
+240.9%
-25.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.3% | +0.1% |
| 7D | +0.9% | +24.8% | -23.8% | +0.3% |
| 30D | +11.9% | -28.4% | +40.3% | +12.5% |
| 3M | +13.7% | -31.2% | +45.0% | +14.3% |
| 6M | +46.8% | -40.2% | +87.0% | +47.3% |
| YTD | +21.8% | +32.9% | -11.1% | +17.9% |
| 1Y | +23.5% | +39.1% | -15.5% | +18.9% |
| 3Y | +44.1% | +462.8% | -418.7% | +25.6% |
| 5Y | +49.9% | -13.9% | +63.7% | +33.6% |
| All | +215.4% | +240.9% | -25.5% | +125.2% |
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 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