+215.7%
HUT vs EW
+126.1%
+89.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | 0.0% |
| 7D | -10.9% | +9.3% | -20.2% | -16.4% |
| 30D | -32.6% | +22.1% | -54.7% | -40.9% |
| 3M | -33.7% | +13.0% | -46.7% | -39.4% |
| 6M | -42.3% | +30.1% | -72.4% | -52.4% |
| YTD | +23.6% | +22.0% | +1.6% | +6.4% |
| 1Y | +20.4% | +23.7% | -3.4% | +2.8% |
| 3Y | +423.2% | +62.0% | +361.2% | +245.6% |
| 5Y | -19.4% | -12.4% | -7.0% | -17.2% |
| All | +215.7% | +126.1% | +89.5% | +179.7% |
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