+359.8%
HUT vs EXC
+26.3%
+333.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.0% | +16.5% | +13.2% |
| 7D | -11.4% | -1.2% | -10.2% | -11.4% |
| 30D | -41.0% | +10.0% | -51.0% | -36.8% |
| 3M | -41.9% | +1.6% | -43.5% | -40.8% |
| 6M | -51.7% | +3.3% | -54.9% | -49.9% |
| YTD | +14.6% | +7.6% | +7.0% | +22.2% |
| 1Y | +21.4% | +3.5% | +17.9% | +27.6% |
| 3Y | +359.8% | +27.7% | +332.2% | +443.7% |
| All | +359.8% | +26.3% | +333.6% | +443.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling