+33.8%
HUT vs COMP
-52.0%
+85.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +10.7% | +3.8% | +10.2% |
| 7D | -11.4% | +13.4% | -24.8% | -16.8% |
| 30D | -41.0% | +11.1% | -52.1% | -44.6% |
| 3M | -41.9% | -18.8% | -23.1% | -38.3% |
| 6M | -51.7% | +10.5% | -62.2% | -56.3% |
| YTD | +14.6% | -3.4% | +18.0% | +9.2% |
| 1Y | +21.4% | +19.7% | +1.7% | +5.8% |
| 3Y | +359.8% | +381.6% | -21.8% | +100.0% |
| 5Y | -27.5% | -17.6% | -9.9% | -38.7% |
| All | +33.8% | -52.0% | +85.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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