+239.5%
HUT vs HAS
+78.4%
+161.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.8% | +5.8% | +6.7% |
| 7D | +24.8% | +2.0% | +22.8% | +23.7% |
| 30D | -28.4% | +30.9% | -59.3% | -37.6% |
| 3M | -31.2% | +28.8% | -60.0% | -39.9% |
| 6M | -40.2% | +32.3% | -72.6% | -49.0% |
| YTD | +32.9% | +54.7% | -21.8% | +5.0% |
| 1Y | +39.1% | +63.2% | -24.2% | +7.2% |
| 3Y | +462.8% | +220.7% | +242.1% | +207.6% |
| 5Y | -13.9% | +53.3% | -67.2% | -35.1% |
| All | +239.5% | +78.4% | +161.1% | +93.1% |
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