+325.2%
HUT vs ADVB
-97.4%
+422.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +8.1% |
| 7D | +3.7% | -1.2% | +4.9% | +3.9% |
| 30D | -32.3% | -61.4% | +29.1% | -28.9% |
| 3M | -35.6% | -67.8% | +32.2% | -32.6% |
| 6M | -42.1% | -66.9% | +24.8% | -42.2% |
| YTD | +24.1% | -64.9% | +89.0% | +20.6% |
| 1Y | +27.9% | -74.8% | +102.6% | +27.5% |
| All | +325.2% | -97.4% | +422.6% | +458.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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