+359.8%
HUT vs EXPE
+131.0%
+228.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -4.9% | +19.4% | +15.5% |
| 7D | -11.4% | -9.3% | -2.0% | -10.7% |
| 30D | -41.0% | +0.1% | -41.2% | -42.6% |
| 3M | -41.9% | -15.3% | -26.6% | -41.3% |
| 6M | -51.7% | +5.5% | -57.1% | -56.2% |
| YTD | +14.6% | -8.0% | +22.6% | +7.8% |
| 1Y | +21.4% | +18.9% | +2.5% | -1.8% |
| 3Y | +359.8% | +135.5% | +224.3% | +130.0% |
| All | +359.8% | +131.0% | +228.9% | +130.0% |
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