+448.2%
HUT vs HCA
+352.5%
+95.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.5% | +8.3% |
| 7D | +5.4% | +5.4% | 0.0% | +3.2% |
| 30D | +8.6% | +3.0% | +5.6% | +6.8% |
| 3M | -15.2% | +13.0% | -28.2% | -20.7% |
| 6M | +92.9% | -20.3% | +113.1% | +108.6% |
| YTD | +114.6% | -8.2% | +122.9% | +115.9% |
| 1Y | +208.5% | +6.7% | +201.8% | +188.7% |
| 3Y | +821.5% | +60.4% | +761.1% | +555.1% |
| 5Y | +101.8% | +73.4% | +28.4% | +35.1% |
| All | +448.2% | +352.5% | +95.8% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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