+265.3%
HUT vs EXC
+2.6%
+262.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +4.8% |
| 7D | +17.8% | -0.7% | +18.4% | +17.2% |
| 30D | +0.8% | -4.6% | +5.5% | -2.9% |
| 3M | -26.8% | -2.2% | -24.6% | -27.9% |
| 6M | +72.6% | -10.6% | +83.1% | +67.6% |
| YTD | +103.6% | +1.9% | +101.7% | +98.9% |
| 1Y | +265.3% | +3.4% | +261.9% | +306.6% |
| All | +265.3% | +2.6% | +262.7% | +306.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling