+420.1%
HUT vs APA
+54.1%
+366.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +7.1% |
| 7D | +17.8% | +0.5% | +17.2% | +17.5% |
| 30D | +0.8% | +23.4% | -22.6% | -5.6% |
| 3M | -26.8% | +12.7% | -39.5% | -30.0% |
| 6M | +72.6% | +39.4% | +33.1% | +49.6% |
| YTD | +103.6% | +79.0% | +24.7% | +62.5% |
| 1Y | +265.3% | +88.8% | +176.4% | +184.0% |
| 3Y | +689.4% | +6.4% | +683.1% | +607.8% |
| 5Y | +75.3% | +153.0% | -77.6% | +24.5% |
| All | +420.1% | +54.1% | +366.0% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling