+604.8%
HUT vs AS
+134.9%
+470.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +0.5% | +14.1% | +14.3% |
| 7D | -11.4% | +6.9% | -18.3% | -15.3% |
| 30D | -41.0% | +16.0% | -57.0% | -46.1% |
| 3M | -41.9% | -12.8% | -29.1% | -38.9% |
| 6M | -51.7% | -15.4% | -36.3% | -49.0% |
| YTD | +14.6% | -15.7% | +30.3% | +22.0% |
| 1Y | +21.4% | +6.1% | +15.3% | +15.5% |
| All | +604.8% | +134.9% | +470.0% | +427.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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