+215.7%
HUT vs HAS
+75.3%
+140.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.8% |
| 7D | -10.9% | +3.3% | -14.2% | -12.6% |
| 30D | -32.6% | +30.5% | -63.2% | -41.3% |
| 3M | -33.7% | +29.9% | -63.6% | -42.4% |
| 6M | -42.3% | +26.5% | -68.9% | -49.8% |
| YTD | +23.6% | +51.9% | -28.4% | -1.6% |
| 1Y | +20.4% | +60.9% | -40.6% | -6.7% |
| 3Y | +423.2% | +215.0% | +208.2% | +188.3% |
| 5Y | -19.4% | +51.5% | -70.9% | -38.9% |
| All | +215.7% | +75.3% | +140.4% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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