+137.7%
HUT vs COMP
-47.7%
+185.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +56.8% |
| YTD | +103.6% | +5.2% | +98.4% | +90.9% |
| 1Y | +265.3% | +18.9% | +246.3% | +218.7% |
| 3Y | +689.4% | +215.9% | +473.5% | +311.8% |
| 5Y | +75.3% | -31.2% | +106.5% | +61.8% |
| All | +137.7% | -47.7% | +185.4% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling