+420.1%
HUT vs HRB
+139.8%
+280.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +7.0% |
| 7D | +17.8% | -5.7% | +23.5% | +19.1% |
| 30D | +0.8% | +7.9% | -7.1% | -1.0% |
| 3M | -26.8% | +32.1% | -58.9% | -32.3% |
| 6M | +72.6% | +62.2% | +10.3% | +47.5% |
| YTD | +103.6% | +16.4% | +87.2% | +92.2% |
| 1Y | +265.3% | -0.3% | +265.5% | +259.3% |
| 3Y | +689.4% | +36.0% | +653.4% | +585.3% |
| 5Y | +75.3% | +125.2% | -49.9% | +29.3% |
| All | +420.1% | +139.8% | +280.4% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling