+244.6%
HUT vs HRB
+147.9%
+96.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +34.9% | -7.8% | +42.7% | +36.3% |
| 30D | -25.9% | +15.7% | -41.6% | -28.4% |
| 3M | -31.7% | -5.5% | -26.2% | -31.8% |
| 6M | -42.2% | +41.1% | -83.4% | -48.1% |
| YTD | +34.9% | +20.4% | +14.5% | +25.2% |
| 1Y | +48.5% | +15.2% | +33.3% | +39.6% |
| 3Y | +471.2% | +24.3% | +446.9% | +409.3% |
| 5Y | -18.9% | +144.7% | -163.6% | -41.9% |
| All | +244.6% | +147.9% | +96.7% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling