+85.5%
HUT vs ADSK
-26.7%
+112.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.4% | -8.0% | -7.6% |
| 7D | +2.8% | -10.9% | +13.8% | +11.9% |
| 30D | +2.1% | -15.9% | +17.9% | +14.9% |
| 3M | -14.3% | -4.4% | -9.9% | -19.9% |
| 6M | +84.2% | -16.6% | +100.9% | +89.8% |
| YTD | +97.2% | -28.5% | +125.7% | +134.1% |
| 1Y | +192.7% | -34.6% | +227.4% | +285.4% |
| 3Y | +712.6% | -3.5% | +716.0% | +570.9% |
| 5Y | +85.5% | -25.6% | +111.1% | +101.8% |
| All | +85.5% | -26.7% | +112.2% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling