+420.1%
HUT vs CAPR
-47.2%
+467.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.1% |
| 7D | +17.8% | -2.0% | +19.8% | +17.8% |
| 30D | +0.8% | +139.2% | -138.3% | -3.9% |
| 3M | -26.8% | -66.4% | +39.6% | -25.3% |
| 6M | +72.6% | -63.1% | +135.7% | +75.2% |
| YTD | +103.6% | -67.4% | +171.1% | +107.6% |
| 1Y | +265.3% | +58.2% | +207.0% | +208.3% |
| 3Y | +689.4% | +42.2% | +647.2% | +522.7% |
| 5Y | +75.3% | +87.3% | -11.9% | +32.5% |
| All | +420.1% | -47.2% | +467.3% | +261.7% |
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