+23.7%
ADP vs HUT
+13.4%
+10.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.6% | -15.8% | 0.0% |
| 7D | +3.2% | -11.4% | +14.6% | +2.7% |
| 30D | +14.9% | -41.0% | +55.9% | +11.1% |
| 3M | +11.6% | -41.9% | +53.5% | +8.3% |
| 6M | +48.5% | -51.7% | +100.1% | +43.9% |
| YTD | +20.6% | +14.6% | +6.0% | +20.6% |
| 1Y | +23.7% | +21.4% | +2.3% | +23.9% |
| All | +23.7% | +13.4% | +10.2% | +23.9% |
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