+119.3%
C vs HUT
+217.0%
-97.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -0.4% | -10.9% | +10.6% | +0.2% |
| 30D | -5.2% | -32.6% | +27.5% | -2.8% |
| 3M | -9.1% | -33.7% | +24.6% | -7.2% |
| 6M | -1.6% | -42.3% | +40.8% | +0.7% |
| YTD | +6.9% | +23.6% | -16.6% | +1.4% |
| 1Y | +23.0% | +20.4% | +2.6% | +16.0% |
| 3Y | +216.1% | +423.2% | -207.1% | +148.6% |
| 5Y | +112.2% | -19.4% | +131.7% | +75.9% |
| All | +119.3% | +217.0% | -97.7% | +25.3% |
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