-36.7%
HUT vs COMP
-28.0%
-8.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.2% | +2.1% | -2.8% |
| 7D | -30.8% | -1.8% | -29.0% | -31.2% |
| 30D | -50.2% | -0.8% | -49.4% | -51.0% |
| 3M | -50.5% | -28.1% | -22.3% | -44.7% |
| 6M | -42.9% | +27.0% | -69.9% | -51.1% |
| YTD | 0.0% | -12.8% | +12.8% | -1.0% |
| 1Y | -2.2% | +4.9% | -7.1% | -10.4% |
| 3Y | +289.4% | +321.0% | -31.6% | +77.2% |
| 5Y | -36.7% | -25.6% | -11.1% | -48.9% |
| All | -36.7% | -28.0% | -8.7% | -48.9% |
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 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