+453.2%
HUT vs EMR
+164.6%
+288.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.8% |
| 7D | +28.3% | +3.1% | +25.2% | +24.7% |
| 30D | +12.3% | -3.5% | +15.8% | +16.0% |
| 3M | -16.8% | +9.8% | -26.6% | -24.7% |
| 6M | +111.4% | +10.8% | +100.6% | +96.1% |
| YTD | +116.6% | +15.9% | +100.6% | +95.8% |
| 1Y | +290.5% | +16.4% | +274.0% | +256.7% |
| 3Y | +792.3% | +62.1% | +730.2% | +545.1% |
| 5Y | +94.1% | +62.9% | +31.2% | +41.3% |
| All | +453.2% | +164.6% | +288.6% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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