+391.7%
APP vs HUT
+177.2%
+214.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.2% | -4.0% | +0.8% |
| 7D | +0.9% | +17.8% | -16.9% | -2.9% |
| 30D | -23.3% | +0.8% | -24.1% | -24.0% |
| 3M | -42.6% | -26.8% | -15.9% | -40.3% |
| 6M | -33.6% | +72.6% | -106.2% | -45.0% |
| YTD | -52.4% | +103.6% | -156.1% | -62.4% |
| 1Y | -35.9% | +265.3% | -301.2% | -57.7% |
| 3Y | +642.2% | +689.4% | -47.2% | +253.8% |
| 5Y | +311.1% | +75.3% | +235.7% | +104.1% |
| All | +391.7% | +177.2% | +214.5% | +152.9% |
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 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