+467.2%
HUT vs EXPE
+121.7%
+345.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -6.9% |
| 7D | +9.3% | -0.5% | +9.8% | +9.5% |
| 30D | -23.1% | -6.1% | -17.0% | -23.7% |
| 3M | -30.6% | -21.3% | -9.3% | -28.1% |
| 6M | -46.9% | +19.0% | -65.9% | -54.1% |
| YTD | +25.3% | -8.4% | +33.7% | +17.9% |
| 1Y | +59.8% | -2.8% | +62.6% | +44.7% |
| 3Y | +467.2% | +120.8% | +346.4% | +190.5% |
| All | +467.2% | +121.7% | +345.5% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling