+142.6%
HD vs HUT
+156.6%
-13.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -1.3% |
| 7D | +6.4% | -30.8% | +37.2% | +7.7% |
| 30D | +22.1% | -50.2% | +72.2% | +25.1% |
| 3M | -0.2% | -50.5% | +50.3% | +2.1% |
| 6M | +12.6% | -42.9% | +55.5% | +13.4% |
| YTD | +3.9% | 0.0% | +3.9% | +1.3% |
| 1Y | -3.7% | -2.2% | -1.5% | -6.5% |
| 3Y | +27.9% | +289.4% | -261.6% | +10.5% |
| 5Y | +7.8% | -36.7% | +44.5% | -4.9% |
| All | +142.6% | +156.6% | -13.9% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling