+467.2%
HUT vs APA
+45.9%
+421.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -7.5% |
| 7D | +9.3% | +8.5% | +0.8% | +7.2% |
| 30D | -23.1% | +2.8% | -25.9% | -23.5% |
| 3M | -30.6% | +21.7% | -52.3% | -34.1% |
| 6M | -46.9% | +32.6% | -79.5% | -51.2% |
| YTD | +25.3% | +103.7% | -78.4% | -10.1% |
| 1Y | +59.8% | +101.8% | -42.0% | +15.5% |
| 3Y | +467.2% | +48.1% | +419.1% | +376.2% |
| All | +467.2% | +45.9% | +421.2% | +376.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling