+171.8%
CSCO vs HUT
+194.0%
-22.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.6% | -16.5% | -2.7% |
| 7D | -10.2% | -11.4% | +1.2% | -9.9% |
| 30D | -20.1% | -41.0% | +21.0% | -18.3% |
| 3M | -22.1% | -41.9% | +19.9% | -20.4% |
| 6M | +3.2% | -51.7% | +54.9% | +5.7% |
| YTD | +24.1% | +14.6% | +9.5% | +20.9% |
| 1Y | +34.6% | +21.4% | +13.2% | +30.2% |
| 3Y | +90.0% | +359.8% | -269.8% | +65.7% |
| 5Y | +88.6% | -27.5% | +116.1% | +68.0% |
| All | +171.8% | +194.0% | -22.2% | +89.5% |
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