+217.0%
HUT vs APA
+61.4%
+155.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +3.7% | -8.7% | +12.4% | +6.9% |
| 30D | -32.3% | -2.4% | -29.9% | -31.8% |
| 3M | -35.6% | +19.0% | -54.6% | -39.3% |
| 6M | -42.1% | +26.8% | -68.9% | -46.9% |
| YTD | +24.1% | +87.3% | -63.2% | -2.6% |
| 1Y | +27.9% | +92.3% | -64.4% | -0.3% |
| 3Y | +409.1% | +37.3% | +371.9% | +323.8% |
| 5Y | -25.9% | +73.2% | -99.1% | -42.6% |
| All | +217.0% | +61.4% | +155.7% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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