+453.2%
HUT vs EXPE
+155.6%
+297.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -7.9% | +14.2% | +10.2% |
| 7D | +28.3% | -9.8% | +38.0% | +34.1% |
| 30D | +12.3% | -11.5% | +23.8% | +17.6% |
| 3M | -16.8% | +21.7% | -38.5% | -28.4% |
| 6M | +111.4% | +10.4% | +101.0% | +90.2% |
| YTD | +116.6% | -2.5% | +119.1% | +101.5% |
| 1Y | +290.5% | +27.3% | +263.1% | +205.2% |
| 3Y | +792.3% | +153.5% | +638.8% | +350.8% |
| 5Y | +94.1% | +91.1% | +3.0% | +15.9% |
| All | +453.2% | +155.6% | +297.6% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXPE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling