+433.3%
HUT vs EXEL
+133.3%
+300.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.0% |
| 7D | +18.9% | -0.3% | +19.2% | +19.0% |
| 30D | +12.0% | +10.1% | +1.8% | +8.0% |
| 3M | -14.9% | +10.1% | -24.9% | -18.2% |
| 6M | +96.8% | +37.7% | +59.1% | +75.1% |
| YTD | +108.8% | +33.1% | +75.7% | +87.8% |
| 1Y | +227.4% | +52.4% | +175.0% | +180.9% |
| 3Y | +760.3% | +163.8% | +596.5% | +479.6% |
| 5Y | +86.1% | +198.5% | -112.4% | +21.1% |
| All | +433.3% | +133.3% | +300.0% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling