+141.5%
HD vs HUT
+246.0%
-104.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | +34.9% | -35.4% | -1.8% |
| 30D | +18.5% | -25.9% | +44.4% | +19.4% |
| 3M | +2.2% | -31.7% | +33.9% | +3.0% |
| 6M | +13.8% | -42.2% | +56.1% | +15.0% |
| YTD | +3.4% | +34.9% | -31.5% | -0.5% |
| 1Y | -3.5% | +48.5% | -52.0% | -8.0% |
| 3Y | +29.0% | +471.2% | -442.2% | +9.6% |
| 5Y | +6.1% | -18.9% | +25.0% | -7.4% |
| All | +141.5% | +246.0% | -104.6% | +68.3% |
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