+453.2%
HUT vs COO
+9.4%
+443.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.7% | +9.1% | +8.2% |
| 7D | +28.3% | -2.3% | +30.6% | +30.1% |
| 30D | +12.3% | -8.8% | +21.1% | +18.5% |
| 3M | -16.8% | +1.3% | -18.2% | -19.9% |
| 6M | +111.4% | -11.6% | +122.9% | +122.6% |
| YTD | +116.6% | -17.4% | +134.0% | +139.7% |
| 1Y | +290.5% | -1.6% | +292.1% | +277.7% |
| 3Y | +792.3% | -22.6% | +814.9% | +853.4% |
| 5Y | +94.1% | -40.3% | +134.5% | +155.9% |
| All | +453.2% | +9.4% | +443.8% | +448.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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