+453.2%
HUT vs EW
+88.5%
+364.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.5% | +9.9% | +8.6% |
| 7D | +28.3% | -4.4% | +32.7% | +31.6% |
| 30D | +12.3% | -3.3% | +15.6% | +14.1% |
| 3M | -16.8% | +1.0% | -17.8% | -18.7% |
| 6M | +111.4% | +6.2% | +105.1% | +100.2% |
| YTD | +116.6% | +1.7% | +114.8% | +110.7% |
| 1Y | +290.5% | +8.1% | +282.3% | +261.9% |
| 3Y | +792.3% | +17.1% | +775.2% | +636.6% |
| 5Y | +94.1% | -29.4% | +123.5% | +128.8% |
| All | +453.2% | +88.5% | +364.7% | +453.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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