+233.5%
COP vs HUT
+217.0%
+16.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -6.1% | -10.9% | +4.8% | -5.7% |
| 30D | +1.1% | -32.6% | +33.7% | +2.9% |
| 3M | +10.9% | -33.7% | +44.7% | +12.5% |
| 6M | +20.8% | -42.3% | +63.1% | +22.4% |
| YTD | +48.0% | +23.6% | +24.5% | +40.8% |
| 1Y | +58.5% | +20.4% | +38.2% | +50.1% |
| 3Y | +28.1% | +423.2% | -395.1% | +2.4% |
| 5Y | +120.5% | -19.4% | +139.9% | +87.7% |
| All | +233.5% | +217.0% | +16.5% | +80.4% |
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