+217.0%
HUT vs CAPR
-44.7%
+261.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | +7.9% |
| 7D | +3.7% | +36.0% | -32.4% | +2.1% |
| 30D | -32.3% | +25.8% | -58.1% | -33.2% |
| 3M | -35.6% | +140.8% | -176.5% | -38.9% |
| 6M | -42.1% | -67.6% | +25.5% | -41.1% |
| YTD | +24.1% | -65.9% | +90.0% | +25.7% |
| 1Y | +27.9% | +66.1% | -38.2% | +7.7% |
| 3Y | +409.1% | +256.9% | +152.2% | +280.5% |
| 5Y | -25.9% | +172.1% | -198.0% | -45.1% |
| All | +217.0% | -44.7% | +261.7% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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