+86.3%
HUT vs EXPE
+111.8%
-25.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +7.1% |
| 7D | +17.8% | -9.5% | +27.3% | +24.4% |
| 30D | +0.8% | -6.6% | +7.5% | +3.7% |
| 3M | -26.8% | +31.4% | -58.2% | -41.3% |
| 6M | +72.6% | +35.2% | +37.4% | +32.7% |
| YTD | +103.6% | +5.8% | +97.8% | +78.6% |
| 1Y | +265.3% | +38.7% | +226.6% | +154.8% |
| 3Y | +689.4% | +175.8% | +513.6% | +192.0% |
| All | +86.3% | +111.8% | -25.4% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling