+99.9%
HUT vs EXE
+165.2%
-65.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.5% |
| 7D | +9.3% | +5.3% | +4.0% | +6.5% |
| 30D | -23.1% | -2.2% | -20.9% | -22.1% |
| 3M | -30.6% | -5.9% | -24.7% | -28.8% |
| 6M | -46.9% | -5.7% | -41.1% | -46.2% |
| YTD | +25.3% | -17.8% | +43.1% | +32.9% |
| 1Y | +59.8% | -23.1% | +83.0% | +78.0% |
| 3Y | +467.2% | +21.2% | +446.0% | +379.6% |
| 5Y | -24.6% | +78.8% | -103.5% | -49.3% |
| All | +99.9% | +165.2% | -65.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling