+192.7%
HUT vs EXPD
+224.4%
-31.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.3% | +16.8% | +16.0% |
| 7D | -11.4% | -7.2% | -4.2% | -6.7% |
| 30D | -41.0% | -3.3% | -37.8% | -39.5% |
| 3M | -41.9% | +3.4% | -45.3% | -42.9% |
| 6M | -51.7% | +22.7% | -74.4% | -58.3% |
| YTD | +14.6% | +24.5% | -9.9% | -5.2% |
| 1Y | +21.4% | +38.6% | -17.3% | -6.6% |
| 3Y | +359.8% | +71.5% | +288.3% | +188.7% |
| 5Y | -27.5% | +56.2% | -83.7% | -51.6% |
| All | +192.7% | +224.4% | -31.6% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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