+467.2%
HUT vs EW
+62.8%
+404.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.4% | -7.6% |
| 7D | +9.3% | +4.9% | +4.4% | +7.3% |
| 30D | -23.1% | +23.9% | -47.1% | -30.0% |
| 3M | -30.6% | +15.8% | -46.4% | -35.2% |
| 6M | -46.9% | +31.7% | -78.5% | -53.6% |
| YTD | +25.3% | +25.7% | -0.4% | +11.9% |
| 1Y | +59.8% | +24.4% | +35.4% | +43.6% |
| 3Y | +467.2% | +65.9% | +401.3% | +405.1% |
| All | +467.2% | +62.8% | +404.4% | +405.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling