+217.0%
HUT vs APD
+130.4%
+86.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +7.3% |
| 7D | +3.7% | -1.6% | +5.2% | +4.1% |
| 30D | -32.3% | +10.6% | -42.9% | -36.4% |
| 3M | -35.6% | +2.5% | -38.2% | -37.3% |
| 6M | -42.1% | +6.0% | -48.0% | -45.4% |
| YTD | +24.1% | +28.4% | -4.3% | +3.1% |
| 1Y | +27.9% | +22.2% | +5.7% | +8.8% |
| 3Y | +409.1% | +26.6% | +382.5% | +321.7% |
| 5Y | -25.9% | +11.8% | -37.7% | -36.4% |
| All | +217.0% | +130.4% | +86.6% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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