+142.9%
HOOD vs HUT
+172.0%
-29.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.6% | -3.6% | +1.6% |
| 7D | -3.2% | +24.8% | -28.0% | -9.9% |
| 30D | -22.6% | -28.4% | +5.8% | -15.9% |
| 3M | -10.4% | -31.2% | +20.8% | -3.1% |
| 6M | +4.7% | -40.2% | +45.0% | +13.7% |
| YTD | -25.2% | +32.9% | -58.1% | -40.3% |
| 1Y | -35.9% | +39.1% | -74.9% | -50.8% |
| 3Y | +927.7% | +462.8% | +464.9% | +315.5% |
| 5Y | +147.5% | -13.9% | +161.4% | +38.3% |
| All | +142.9% | +172.0% | -29.1% | -13.3% |
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