+317.9%
B vs HUT
+194.0%
+124.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.6% | -14.0% | -0.2% |
| 7D | +9.6% | -11.4% | +21.0% | +9.8% |
| 30D | +3.5% | -41.0% | +44.6% | +5.9% |
| 3M | -1.6% | -41.9% | +40.3% | +0.6% |
| 6M | -1.7% | -51.7% | +50.0% | +0.9% |
| YTD | -5.3% | +14.6% | -19.9% | -7.3% |
| 1Y | +27.2% | +21.4% | +5.8% | +23.9% |
| 3Y | +166.1% | +359.8% | -193.7% | +136.4% |
| 5Y | +136.5% | -27.5% | +164.0% | +113.7% |
| All | +317.9% | +194.0% | +124.0% | +216.5% |
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