+239.5%
HUT vs CAPR
-37.0%
+276.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +26.5% | -18.9% | +6.3% |
| 7D | +24.8% | +25.8% | -1.0% | +23.4% |
| 30D | -28.4% | +50.2% | -78.6% | -29.9% |
| 3M | -31.2% | +185.5% | -216.7% | -35.3% |
| 6M | -40.2% | -64.8% | +24.6% | -39.5% |
| YTD | +32.9% | -61.1% | +94.0% | +33.7% |
| 1Y | +39.1% | +81.0% | -41.9% | +16.9% |
| 3Y | +462.8% | +300.7% | +162.1% | +318.0% |
| 5Y | -13.9% | +223.3% | -237.2% | -36.7% |
| All | +239.5% | -37.0% | +276.5% | +133.0% |
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