+244.6%
HUT vs EW
+130.0%
+114.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +34.9% | +4.9% | +29.9% | +31.2% |
| 30D | -25.9% | +24.1% | -50.0% | -35.6% |
| 3M | -31.7% | +13.7% | -45.4% | -37.7% |
| 6M | -42.2% | +32.7% | -74.9% | -52.8% |
| YTD | +34.9% | +24.1% | +10.8% | +15.0% |
| 1Y | +48.5% | +23.6% | +24.9% | +27.1% |
| 3Y | +471.2% | +64.8% | +406.4% | +273.6% |
| 5Y | -18.9% | -8.8% | -10.1% | -18.4% |
| All | +244.6% | +130.0% | +114.6% | +202.4% |
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