+86.3%
HUT vs COMP
-31.2%
+117.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.0% |
| 7D | +17.8% | +1.4% | +16.4% | +17.2% |
| 30D | +0.8% | -13.3% | +14.2% | +6.4% |
| 3M | -26.8% | +41.1% | -67.9% | -38.6% |
| 6M | +72.6% | +17.2% | +55.4% | +56.7% |
| YTD | +103.6% | +5.2% | +98.4% | +90.8% |
| 1Y | +265.3% | +18.9% | +246.3% | +218.6% |
| 3Y | +689.4% | +215.9% | +473.5% | +312.3% |
| All | +86.3% | -31.2% | +117.5% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling