+184.0%
ADP vs HUT
+422.3%
-238.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -2.3% |
| 7D | -3.4% | +17.8% | -21.2% | -3.9% |
| 30D | +2.8% | +0.8% | +1.9% | +2.7% |
| 3M | +20.9% | -26.8% | +47.7% | +21.5% |
| 6M | +29.9% | +72.6% | -42.7% | +26.1% |
| YTD | +9.6% | +103.6% | -94.0% | +5.4% |
| 1Y | -5.3% | +265.3% | -270.5% | -11.7% |
| 3Y | +16.5% | +689.4% | -672.9% | +1.0% |
| 5Y | +49.4% | +75.3% | -25.9% | +30.6% |
| All | +184.0% | +422.3% | -238.3% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling