+301.9%
HPE vs HUT
+435.6%
-133.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.6% | +8.7% | +5.4% |
| 7D | +13.6% | +18.9% | -5.2% | +12.0% |
| 30D | +7.7% | +12.0% | -4.3% | +6.5% |
| 3M | +22.4% | -14.9% | +37.2% | +23.0% |
| 6M | +172.6% | +96.8% | +75.8% | +155.3% |
| YTD | +147.5% | +108.8% | +38.7% | +129.1% |
| 1Y | +151.8% | +227.4% | -75.6% | +123.2% |
| 3Y | +267.1% | +760.3% | -493.2% | +191.3% |
| 5Y | +362.8% | +86.1% | +276.7% | +273.2% |
| All | +301.9% | +435.6% | -133.7% | +148.4% |
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