+86.3%
HUT vs APA
+156.4%
-70.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +7.4% |
| 7D | +17.8% | +0.5% | +17.2% | +17.3% |
| 30D | +0.8% | +23.4% | -22.6% | -7.6% |
| 3M | -26.8% | +12.7% | -39.5% | -31.0% |
| 6M | +72.6% | +39.4% | +33.1% | +40.1% |
| YTD | +103.6% | +79.0% | +24.7% | +45.5% |
| 1Y | +265.3% | +88.8% | +176.4% | +150.0% |
| 3Y | +689.4% | +6.4% | +683.1% | +581.3% |
| All | +86.3% | +156.4% | -70.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling