+235.8%
COP vs HUT
+435.6%
-199.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.3% |
| 7D | -0.5% | +18.9% | -19.4% | -1.5% |
| 30D | +11.7% | +12.0% | -0.3% | +10.8% |
| 3M | +17.7% | -14.9% | +32.5% | +17.8% |
| 6M | +18.3% | +96.8% | -78.5% | +11.2% |
| YTD | +49.1% | +108.8% | -59.7% | +38.6% |
| 1Y | +53.3% | +227.4% | -174.1% | +36.7% |
| 3Y | +22.2% | +760.3% | -738.1% | -4.6% |
| 5Y | +193.3% | +86.1% | +107.2% | +136.7% |
| All | +235.8% | +435.6% | -199.8% | +77.7% |
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