+215.7%
HUT vs EMR
+191.4%
+24.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.7% |
| 7D | -10.9% | +0.7% | -11.6% | -12.1% |
| 30D | -32.6% | +3.5% | -36.2% | -34.9% |
| 3M | -33.7% | +5.9% | -39.6% | -37.2% |
| 6M | -42.3% | +19.4% | -61.8% | -51.5% |
| YTD | +23.6% | +27.7% | -4.1% | +2.1% |
| 1Y | +20.4% | +30.9% | -10.6% | -2.0% |
| 3Y | +423.2% | +104.2% | +319.0% | +212.2% |
| 5Y | -19.4% | +89.6% | -109.0% | -48.1% |
| All | +215.7% | +191.4% | +24.3% | +36.0% |
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