+132.2%
COP vs HUT
-25.2%
+157.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.7% | +1.8% |
| 7D | +4.4% | +9.3% | -4.9% | +4.0% |
| 30D | 0.0% | -23.1% | +23.1% | +0.6% |
| 3M | +15.0% | -30.6% | +45.6% | +15.8% |
| 6M | +22.0% | -46.9% | +68.9% | +23.5% |
| YTD | +55.3% | +25.3% | +30.0% | +49.2% |
| 1Y | +64.1% | +59.8% | +4.3% | +55.1% |
| 3Y | +34.1% | +467.2% | -433.1% | +12.0% |
| All | +132.2% | -25.2% | +157.4% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling