+503.8%
APP vs HUT
+83.6%
+420.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.1% |
| 7D | +10.6% | +34.9% | -24.3% | +3.6% |
| 30D | +44.6% | -25.9% | +70.5% | +51.3% |
| 3M | +29.6% | -31.7% | +61.3% | +35.9% |
| 6M | -19.8% | -42.2% | +22.5% | -14.8% |
| YTD | -41.6% | +34.9% | -76.5% | -50.9% |
| 1Y | -32.7% | +48.5% | -81.2% | -45.7% |
| 3Y | +799.0% | +471.2% | +327.8% | +350.4% |
| 5Y | +250.4% | -18.9% | +269.3% | +85.9% |
| All | +503.8% | +83.6% | +420.2% | +230.2% |
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