+453.2%
HUT vs ADSK
+54.9%
+398.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.6% | +9.0% | +8.2% |
| 7D | +28.3% | -14.3% | +42.6% | +41.5% |
| 30D | +12.3% | -14.8% | +27.1% | +23.0% |
| 3M | -16.8% | -5.7% | -11.1% | -19.8% |
| 6M | +111.4% | -18.7% | +130.1% | +122.3% |
| YTD | +116.6% | -28.3% | +144.9% | +148.2% |
| 1Y | +290.5% | -35.1% | +325.5% | +386.9% |
| 3Y | +792.3% | -3.2% | +795.5% | +712.6% |
| 5Y | +94.1% | -26.7% | +120.8% | +119.9% |
| All | +453.2% | +54.9% | +398.3% | +438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling