+1.7%
HUT vs HRB
+16.9%
-15.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.4% | -27.6% | -20.9% |
| 7D | -29.5% | +16.0% | -45.6% | -23.3% |
| 30D | -45.2% | +32.1% | -77.2% | -36.1% |
| 3M | -51.6% | +21.5% | -73.1% | -45.2% |
| 6M | -37.3% | +82.1% | -119.4% | -15.7% |
| YTD | +6.5% | +31.6% | -25.1% | +33.2% |
| 1Y | +1.7% | +15.9% | -14.2% | +20.4% |
| All | +1.7% | +16.9% | -15.2% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling