+132.4%
HOOD vs HUT
+134.5%
-2.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +14.6% | -11.4% | -1.4% |
| 7D | -4.8% | -11.4% | +6.6% | -3.1% |
| 30D | -26.1% | -41.0% | +14.9% | -14.8% |
| 3M | -10.8% | -41.9% | +31.1% | +1.7% |
| 6M | +2.4% | -51.7% | +54.0% | +19.0% |
| YTD | -28.5% | +14.6% | -43.1% | -40.2% |
| 1Y | -36.3% | +21.4% | -57.7% | -49.0% |
| 3Y | +743.7% | +359.8% | +383.9% | +264.2% |
| 5Y | +118.6% | -27.5% | +146.1% | +28.7% |
| All | +132.4% | +134.5% | -2.2% | -13.1% |
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