+217.0%
HUT vs EXPE
+141.3%
+75.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +3.7% | -13.3% | +17.0% | +7.5% |
| 30D | -32.3% | -5.5% | -26.8% | -33.4% |
| 3M | -35.6% | -16.5% | -19.2% | -34.0% |
| 6M | -42.1% | +13.1% | -55.2% | -50.9% |
| YTD | +24.1% | -8.0% | +32.1% | +13.0% |
| 1Y | +27.9% | +1.1% | +26.8% | +9.6% |
| 3Y | +409.1% | +131.2% | +278.0% | +159.6% |
| 5Y | -25.9% | +39.8% | -65.7% | -52.0% |
| All | +217.0% | +141.3% | +75.8% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling