+84.9%
HPQ vs HUT
+405.9%
-321.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.6% | +1.4% |
| 7D | +3.5% | +2.8% | +0.7% | +3.2% |
| 30D | +13.7% | +2.1% | +11.6% | +13.1% |
| 3M | +33.9% | -14.3% | +48.1% | +33.7% |
| 6M | +80.9% | +84.2% | -3.3% | +69.4% |
| YTD | +52.6% | +97.2% | -44.6% | +40.9% |
| 1Y | +21.2% | +192.7% | -171.5% | +7.3% |
| 3Y | +26.9% | +712.6% | -685.7% | -3.0% |
| 5Y | +41.1% | +85.5% | -44.3% | +10.4% |
| All | +84.9% | +405.9% | -321.0% | +3.6% |
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