+122.4%
C vs HUT
+221.4%
-99.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | +0.5% |
| 7D | +4.2% | +9.3% | -5.2% | +3.4% |
| 30D | +2.0% | -23.1% | +25.1% | +3.4% |
| 3M | -10.1% | -30.6% | +20.5% | -8.6% |
| 6M | +1.0% | -46.9% | +47.8% | +4.0% |
| YTD | +8.5% | +25.3% | -16.8% | +2.7% |
| 1Y | +25.7% | +59.8% | -34.1% | +16.1% |
| 3Y | +216.0% | +467.2% | -251.2% | +146.9% |
| 5Y | +112.3% | -24.6% | +137.0% | +76.6% |
| All | +122.4% | +221.4% | -99.0% | +26.9% |
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 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