+403.8%
HUT vs INDA
+55.5%
+348.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.4% | -4.3% |
| 7D | +2.8% | -3.6% | +6.5% | +6.9% |
| 30D | +2.1% | -4.0% | +6.0% | +6.5% |
| 3M | -14.3% | +1.7% | -16.0% | -16.0% |
| 6M | +84.2% | -3.6% | +87.9% | +94.0% |
| YTD | +97.2% | -11.0% | +108.2% | +124.9% |
| 1Y | +192.7% | -9.5% | +202.2% | +229.5% |
| 3Y | +712.6% | +7.6% | +704.9% | +680.6% |
| 5Y | +85.5% | +4.8% | +80.7% | +91.6% |
| All | +403.8% | +55.5% | +348.2% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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