+122.6%
HD vs HUT
+422.3%
-299.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.7% |
| 7D | -2.1% | +17.8% | -19.8% | -2.8% |
| 30D | -8.4% | +0.8% | -9.3% | -8.6% |
| 3M | +4.3% | -26.8% | +31.1% | +5.1% |
| 6M | -11.1% | +72.6% | -83.7% | -14.5% |
| YTD | -4.7% | +103.6% | -108.3% | -9.3% |
| 1Y | -19.8% | +265.3% | -285.1% | -26.6% |
| 3Y | +4.1% | +689.4% | -685.3% | -12.4% |
| 5Y | +10.3% | +75.3% | -65.0% | -6.3% |
| All | +122.6% | +422.3% | -299.7% | +53.4% |
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