+25.3%
ADP vs HUT
+47.0%
-21.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.1% | +7.8% | 0.0% |
| 7D | +2.2% | +9.3% | -7.2% | +3.1% |
| 30D | +10.6% | -23.1% | +33.7% | +9.1% |
| 3M | +12.9% | -30.6% | +43.5% | +11.2% |
| 6M | +50.6% | -46.9% | +97.5% | +47.1% |
| YTD | +23.2% | +25.3% | -2.1% | +24.4% |
| 1Y | +25.3% | +59.8% | -34.6% | +27.6% |
| All | +25.3% | +47.0% | -21.7% | +27.6% |
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