+192.7%
HUT vs CAPR
-49.4%
+242.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +4.7% | +9.9% | +14.4% |
| 7D | -11.4% | +41.1% | -52.4% | -12.9% |
| 30D | -41.0% | +11.1% | -52.2% | -41.5% |
| 3M | -41.9% | +115.3% | -157.2% | -44.6% |
| 6M | -51.7% | -73.8% | +22.2% | -50.3% |
| YTD | +14.6% | -68.8% | +83.4% | +16.6% |
| 1Y | +21.4% | +43.3% | -21.9% | +3.1% |
| 3Y | +359.8% | +214.7% | +145.1% | +245.9% |
| 5Y | -27.5% | +141.3% | -168.8% | -46.0% |
| All | +192.7% | -49.4% | +242.2% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling