+224.8%
HUT vs EXE
+191.4%
+33.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.3% | +6.8% |
| 7D | +17.8% | -0.3% | +18.0% | +17.8% |
| 30D | +0.8% | +8.5% | -7.6% | -3.7% |
| 3M | -26.8% | +5.5% | -32.2% | -29.5% |
| 6M | +72.6% | -5.9% | +78.5% | +74.4% |
| YTD | +103.6% | -9.7% | +113.3% | +106.3% |
| 1Y | +265.3% | +3.6% | +261.7% | +243.5% |
| 3Y | +689.4% | +18.0% | +671.4% | +581.5% |
| 5Y | +75.3% | +109.4% | -34.1% | +6.5% |
| All | +224.8% | +191.4% | +33.4% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling