+208.5%
HUT vs ADSK
-34.7%
+243.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.5% | +9.0% |
| 7D | +5.4% | -2.5% | +7.9% | +4.6% |
| 30D | +8.6% | -14.9% | +23.5% | +4.2% |
| 3M | -15.2% | +3.3% | -18.5% | -15.8% |
| 6M | +92.9% | -15.7% | +108.5% | +97.0% |
| YTD | +114.6% | -28.2% | +142.9% | +141.9% |
| 1Y | +208.5% | -34.5% | +243.1% | +275.6% |
| All | +208.5% | -34.7% | +243.2% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling