-17.9%
HAL vs HUT
+217.0%
-234.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -6.5% | -10.9% | +4.5% | -5.9% |
| 30D | -2.1% | -32.6% | +30.5% | +0.3% |
| 3M | -4.9% | -33.7% | +28.9% | -2.9% |
| 6M | -19.3% | -42.3% | +23.0% | -17.6% |
| YTD | +14.3% | +23.6% | -9.3% | +7.3% |
| 1Y | +17.3% | +20.4% | -3.0% | +9.5% |
| 3Y | -10.9% | +423.2% | -434.1% | -33.4% |
| 5Y | +47.4% | -19.4% | +66.8% | +19.4% |
| All | -17.9% | +217.0% | -234.9% | -60.6% |
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