+467.2%
HUT vs EXC
+31.9%
+435.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.4% | -8.5% | -6.1% |
| 7D | +9.3% | +1.4% | +8.0% | +10.5% |
| 30D | -23.1% | +8.6% | -31.7% | -17.9% |
| 3M | -30.6% | +2.4% | -33.0% | -28.7% |
| 6M | -46.9% | +6.5% | -53.3% | -43.7% |
| YTD | +25.3% | +9.0% | +16.3% | +35.2% |
| 1Y | +59.8% | +4.6% | +55.2% | +69.7% |
| 3Y | +467.2% | +33.5% | +433.7% | +586.0% |
| All | +467.2% | +31.9% | +435.3% | +586.0% |
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