+192.7%
HUT vs EW
+122.0%
+70.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.3% | +13.3% | +13.8% |
| 7D | -11.4% | +11.0% | -22.4% | -17.6% |
| 30D | -41.0% | +19.1% | -60.1% | -47.5% |
| 3M | -41.9% | +14.4% | -56.3% | -47.4% |
| 6M | -51.7% | +22.8% | -74.4% | -58.6% |
| YTD | +14.6% | +19.8% | -5.2% | -0.3% |
| 1Y | +21.4% | +23.9% | -2.5% | +3.5% |
| 3Y | +359.8% | +52.2% | +307.6% | +216.6% |
| 5Y | -27.5% | -13.9% | -13.6% | -24.7% |
| All | +192.7% | +122.0% | +70.7% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling