+420.1%
HUT vs EW
+95.4%
+324.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +17.8% | -0.3% | +18.1% | +18.0% |
| 30D | +0.8% | +1.0% | -0.2% | -0.2% |
| 3M | -26.8% | +2.8% | -29.6% | -28.9% |
| 6M | +72.6% | +5.5% | +67.1% | +64.9% |
| YTD | +103.6% | +5.5% | +98.2% | +94.0% |
| 1Y | +265.3% | +11.0% | +254.2% | +233.6% |
| 3Y | +689.4% | +17.7% | +671.7% | +552.4% |
| 5Y | +75.3% | -25.7% | +101.1% | +101.1% |
| All | +420.1% | +95.4% | +324.7% | +410.1% |
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