-17.9%
HAL vs HUT
+218.4%
-236.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | -0.5% |
| 7D | -7.9% | +3.7% | -11.6% | -8.6% |
| 30D | -2.1% | -32.3% | +30.3% | +0.4% |
| 3M | +0.4% | -35.6% | +36.1% | +2.7% |
| 6M | -19.2% | -42.1% | +22.8% | -17.6% |
| YTD | +14.4% | +24.1% | -9.8% | +7.4% |
| 1Y | +18.0% | +27.9% | -9.9% | +9.6% |
| 3Y | -9.7% | +409.1% | -418.8% | -32.4% |
| 5Y | +40.1% | -25.9% | +66.1% | +14.4% |
| All | -17.9% | +218.4% | -236.2% | -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