+265.3%
HUT vs EXEL
+59.2%
+206.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | +17.8% | +8.4% | +9.4% | +12.0% |
| 30D | +0.8% | +4.1% | -3.2% | -1.9% |
| 3M | -26.8% | +12.4% | -39.2% | -33.2% |
| 6M | +72.6% | +41.5% | +31.0% | +34.0% |
| YTD | +103.6% | +34.6% | +69.0% | +61.0% |
| 1Y | +265.3% | +57.9% | +207.4% | +183.8% |
| All | +265.3% | +59.2% | +206.0% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling