+297.4%
HLT vs HUT
+450.5%
-153.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -0.5% |
| 7D | -1.6% | +5.4% | -7.0% | -2.0% |
| 30D | -5.0% | +8.6% | -13.6% | -5.7% |
| 3M | -10.4% | -15.2% | +4.8% | -10.2% |
| 6M | +3.2% | +92.9% | -89.6% | -2.3% |
| YTD | +6.7% | +114.6% | -107.9% | -0.3% |
| 1Y | +10.3% | +208.5% | -198.2% | -0.6% |
| 3Y | +99.3% | +821.5% | -722.2% | +58.8% |
| 5Y | +143.7% | +101.8% | +41.8% | +96.9% |
| All | +297.4% | +450.5% | -153.1% | +158.7% |
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