+244.6%
HUT vs AR
+87.0%
+157.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +34.9% | +6.4% | +28.5% | +33.3% |
| 30D | -25.9% | +3.1% | -29.0% | -26.2% |
| 3M | -31.7% | +3.3% | -35.0% | -32.3% |
| 6M | -42.2% | +6.6% | -48.8% | -43.4% |
| YTD | +34.9% | +12.3% | +22.6% | +28.9% |
| 1Y | +48.5% | +12.3% | +36.2% | +42.5% |
| 3Y | +471.2% | +50.4% | +420.8% | +424.3% |
| 5Y | -18.9% | +101.0% | -119.9% | -27.9% |
| All | +244.6% | +87.0% | +157.6% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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