+178.7%
B vs HUT
+398.0%
-219.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.1% |
| 7D | +7.1% | -10.9% | +18.1% | +7.6% |
| 30D | -3.3% | -32.6% | +29.3% | -0.7% |
| 3M | -2.5% | -33.7% | +31.2% | -0.2% |
| 6M | -7.2% | -42.3% | +35.1% | -4.5% |
| YTD | -7.4% | +23.6% | -30.9% | -10.5% |
| 1Y | +16.4% | +20.4% | -3.9% | +11.9% |
| 3Y | +178.7% | +423.2% | -244.5% | +145.4% |
| All | +178.7% | +398.0% | -219.3% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling