+290.5%
HUT vs EXC
+4.7%
+285.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.6% | +6.8% |
| 7D | +28.3% | +1.2% | +27.0% | +29.3% |
| 30D | +12.3% | -2.7% | +15.0% | +9.6% |
| 3M | -16.8% | -1.0% | -15.9% | -17.5% |
| 6M | +111.4% | -9.3% | +120.6% | +107.5% |
| YTD | +116.6% | +3.6% | +112.9% | +114.0% |
| 1Y | +290.5% | +5.9% | +284.6% | +350.9% |
| All | +290.5% | +4.7% | +285.8% | +350.9% |
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