+192.7%
HUT vs COO
+0.8%
+191.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.8% | +16.4% | +15.7% |
| 7D | -11.4% | +4.7% | -16.1% | -15.3% |
| 30D | -41.0% | +13.9% | -54.9% | -47.0% |
| 3M | -41.9% | -14.9% | -27.0% | -37.8% |
| 6M | -51.7% | +2.0% | -53.7% | -56.1% |
| YTD | +14.6% | -23.9% | +38.5% | +29.7% |
| 1Y | +21.4% | -9.6% | +31.0% | +21.7% |
| 3Y | +359.8% | -25.4% | +385.3% | +384.9% |
| 5Y | -27.5% | -41.2% | +13.7% | -5.8% |
| All | +192.7% | +0.8% | +191.9% | +197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling