+220.1%
HUT vs HAS
+73.4%
+146.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -6.7% |
| 7D | +9.3% | +1.4% | +8.0% | +8.7% |
| 30D | -23.1% | +26.3% | -49.4% | -31.8% |
| 3M | -30.6% | +25.6% | -56.2% | -38.6% |
| 6M | -46.9% | +30.3% | -77.1% | -54.3% |
| YTD | +25.3% | +50.4% | -25.0% | +0.4% |
| 1Y | +59.8% | +57.7% | +2.1% | +25.2% |
| 3Y | +467.2% | +213.4% | +253.8% | +213.4% |
| 5Y | -24.6% | +49.1% | -73.7% | -42.4% |
| All | +220.1% | +73.4% | +146.7% | +84.5% |
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