+211.0%
ADP vs HUT
+218.4%
-7.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.7% | -0.6% |
| 7D | +1.1% | +3.7% | -2.6% | +0.8% |
| 30D | +11.5% | -32.3% | +43.8% | +12.3% |
| 3M | +12.0% | -35.6% | +47.7% | +12.8% |
| 6M | +43.8% | -42.1% | +85.9% | +44.4% |
| YTD | +20.1% | +24.1% | -4.1% | +16.4% |
| 1Y | +22.3% | +27.9% | -5.6% | +18.0% |
| 3Y | +43.3% | +409.1% | -365.8% | +25.3% |
| 5Y | +47.3% | -25.9% | +73.3% | +31.9% |
| All | +211.0% | +218.4% | -7.4% | +122.4% |
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