+230.2%
COP vs HUT
+422.3%
-192.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.4% |
| 7D | +3.0% | +17.8% | -14.8% | +2.0% |
| 30D | +17.5% | +0.8% | +16.6% | +17.2% |
| 3M | +13.4% | -26.8% | +40.1% | +14.5% |
| 6M | +17.7% | +72.6% | -54.8% | +11.6% |
| YTD | +46.6% | +103.6% | -57.0% | +36.6% |
| 1Y | +44.6% | +265.3% | -220.7% | +27.9% |
| 3Y | +20.7% | +689.4% | -668.7% | -5.2% |
| 5Y | +185.0% | +75.3% | +109.7% | +130.9% |
| All | +230.2% | +422.3% | -192.1% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling