+567.0%
COST vs HUT
+221.4%
+345.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.1% | +8.4% | +1.4% |
| 7D | +5.0% | +9.3% | -4.3% | +4.8% |
| 30D | +12.8% | -23.1% | +35.9% | +13.2% |
| 3M | +15.2% | -30.6% | +45.8% | +15.7% |
| 6M | +7.4% | -46.9% | +54.3% | +8.2% |
| YTD | +29.0% | +25.3% | +3.7% | +25.8% |
| 1Y | +20.3% | +59.8% | -39.5% | +16.0% |
| 3Y | +99.0% | +467.2% | -368.2% | +78.1% |
| 5Y | +125.7% | -24.6% | +150.3% | +103.4% |
| All | +567.0% | +221.4% | +345.6% | +453.7% |
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 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