+451.4%
COST vs HUT
+422.3%
+29.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.2% |
| 7D | -3.1% | +17.8% | -20.9% | -3.6% |
| 30D | -2.8% | +0.8% | -3.6% | -2.9% |
| 3M | -5.7% | -26.8% | +21.1% | -5.2% |
| 6M | -8.8% | +72.6% | -81.3% | -11.1% |
| YTD | +6.7% | +103.6% | -97.0% | +3.1% |
| 1Y | -3.6% | +265.3% | -268.9% | -9.2% |
| 3Y | +75.1% | +689.4% | -614.3% | +55.9% |
| 5Y | +108.9% | +75.3% | +33.6% | +85.6% |
| All | +451.4% | +422.3% | +29.1% | +353.9% |
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