+233.1%
HUT vs EXE
+187.5%
+45.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.8% |
| 7D | +18.9% | -2.7% | +21.6% | +20.5% |
| 30D | +12.0% | -0.4% | +12.3% | +11.9% |
| 3M | -14.9% | +9.5% | -24.3% | -19.7% |
| 6M | +96.8% | -9.3% | +106.1% | +103.2% |
| YTD | +108.8% | -10.9% | +119.7% | +113.1% |
| 1Y | +227.4% | +4.3% | +223.1% | +206.2% |
| 3Y | +760.3% | +18.8% | +741.5% | +639.8% |
| 5Y | +86.1% | +101.4% | -15.3% | +16.1% |
| All | +233.1% | +187.5% | +45.5% | +59.2% |
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