+500.0%
APP vs HUT
+56.0%
+444.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +14.6% | -4.7% | +6.7% |
| 7D | +71.2% | -11.4% | +82.6% | +72.6% |
| 30D | +39.1% | -41.0% | +80.1% | +52.7% |
| 3M | +16.5% | -41.9% | +58.5% | +26.4% |
| 6M | -16.6% | -51.7% | +35.1% | -8.0% |
| YTD | -41.9% | +14.6% | -56.5% | -49.5% |
| 1Y | -37.0% | +21.4% | -58.4% | -46.9% |
| 3Y | +892.4% | +359.8% | +532.6% | +421.3% |
| 5Y | +297.3% | -27.5% | +324.8% | +118.3% |
| All | +500.0% | +56.0% | +444.0% | +240.0% |
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