+45.9%
CSCO vs HUT
-2.9%
+48.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -23.2% | +23.9% | +2.3% |
| 7D | -6.1% | -29.5% | +23.5% | -4.0% |
| 30D | -8.2% | -45.2% | +37.0% | -4.7% |
| 3M | -14.6% | -51.6% | +37.1% | -11.0% |
| 6M | +12.7% | -37.3% | +50.0% | +15.1% |
| YTD | +37.0% | +6.5% | +30.5% | +35.2% |
| 1Y | +45.9% | +1.7% | +44.2% | +44.4% |
| All | +45.9% | -2.9% | +48.8% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling