+235.1%
COP vs HUT
+194.0%
+41.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.6% | -14.0% | -0.2% |
| 7D | -11.5% | -11.4% | -0.2% | -11.1% |
| 30D | +5.0% | -41.0% | +46.0% | +7.5% |
| 3M | +17.5% | -41.9% | +59.4% | +20.0% |
| 6M | +16.2% | -51.7% | +67.9% | +19.1% |
| YTD | +48.8% | +14.6% | +34.2% | +42.1% |
| 1Y | +64.1% | +21.4% | +42.7% | +55.2% |
| 3Y | +25.7% | +359.8% | -334.2% | +1.2% |
| 5Y | +114.4% | -27.5% | +141.8% | +83.7% |
| All | +235.1% | +194.0% | +41.2% | +82.2% |
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