+244.5%
COP vs HUT
+246.0%
-1.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | +3.4% | +34.9% | -31.5% | +1.6% |
| 30D | -0.6% | -25.9% | +25.3% | +0.6% |
| 3M | +10.8% | -31.7% | +42.5% | +12.1% |
| 6M | +19.6% | -42.2% | +61.9% | +21.3% |
| YTD | +52.9% | +34.9% | +18.0% | +44.7% |
| 1Y | +62.2% | +48.5% | +13.7% | +51.7% |
| 3Y | +32.4% | +471.2% | -438.8% | +5.2% |
| 5Y | +129.7% | -18.9% | +148.6% | +95.9% |
| All | +244.5% | +246.0% | -1.6% | +85.4% |
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 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