+313.4%
HUT vs AUR
-35.7%
+349.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.3% | +8.1% |
| 7D | +5.4% | +1.4% | +4.0% | +4.9% |
| 30D | +8.6% | -6.4% | +15.0% | +11.6% |
| 3M | -15.2% | +7.7% | -22.9% | -19.1% |
| 6M | +92.9% | +44.5% | +48.4% | +61.5% |
| YTD | +114.6% | +67.4% | +47.2% | +69.1% |
| 1Y | +208.5% | +15.4% | +193.1% | +187.5% |
| 3Y | +821.5% | +94.8% | +726.6% | +433.5% |
| 5Y | +101.8% | -35.1% | +137.0% | +39.3% |
| All | +313.4% | -35.7% | +349.1% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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