+720.6%
HUT vs EXC
+22.2%
+698.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +5.6% |
| 7D | +17.8% | +0.3% | +17.5% | +17.9% |
| 30D | +0.8% | -3.7% | +4.6% | -1.4% |
| 3M | -26.8% | -1.3% | -25.5% | -26.9% |
| 6M | +72.6% | -9.7% | +82.3% | +66.9% |
| YTD | +103.6% | +2.9% | +100.7% | +108.1% |
| 1Y | +265.3% | +4.4% | +260.9% | +278.4% |
| All | +720.6% | +22.2% | +698.4% | +791.6% |
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 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