+335.6%
B vs HUT
+218.4%
+117.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +3.8% |
| 7D | +11.3% | +3.7% | +7.7% | +10.6% |
| 30D | +2.9% | -32.3% | +35.3% | +4.6% |
| 3M | -2.9% | -35.6% | +32.8% | -1.3% |
| 6M | -1.2% | -42.1% | +40.9% | +0.5% |
| YTD | -1.3% | +24.1% | -25.5% | -3.7% |
| 1Y | +30.4% | +27.9% | +2.5% | +26.6% |
| 3Y | +195.3% | +409.1% | -213.8% | +161.0% |
| 5Y | +146.2% | -25.9% | +172.2% | +122.0% |
| All | +335.6% | +218.4% | +117.2% | +228.5% |
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