+230.7%
COP vs HUT
+218.4%
+12.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.3% | -9.6% | -1.8% |
| 7D | -8.4% | +3.7% | -12.1% | -8.9% |
| 30D | +0.3% | -32.3% | +32.6% | +2.0% |
| 3M | +15.1% | -35.6% | +50.7% | +16.9% |
| 6M | +19.8% | -42.1% | +61.9% | +21.4% |
| YTD | +46.8% | +24.1% | +22.7% | +39.6% |
| 1Y | +59.7% | +27.9% | +31.9% | +50.7% |
| 3Y | +28.7% | +409.1% | -380.4% | +3.0% |
| 5Y | +110.7% | -25.9% | +136.6% | +80.6% |
| All | +230.7% | +218.4% | +12.3% | +78.9% |
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