+185.7%
CSCO vs HUT
+218.4%
-32.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.2% | +4.7% |
| 7D | -2.9% | +3.7% | -6.6% | -3.4% |
| 30D | -16.7% | -32.3% | +15.7% | -15.4% |
| 3M | -18.4% | -35.6% | +17.2% | -17.2% |
| 6M | +2.9% | -42.1% | +45.0% | +4.6% |
| YTD | +30.4% | +24.1% | +6.3% | +26.6% |
| 1Y | +41.4% | +27.9% | +13.5% | +36.4% |
| 3Y | +104.7% | +409.1% | -304.4% | +77.6% |
| 5Y | +96.9% | -25.9% | +122.9% | +75.1% |
| All | +185.7% | +218.4% | -32.7% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling