+244.6%
HUT vs IR
+190.1%
+54.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +34.9% | +4.2% | +30.6% | +31.1% |
| 30D | -25.9% | +8.1% | -33.9% | -29.7% |
| 3M | -31.7% | +0.7% | -32.4% | -32.2% |
| 6M | -42.2% | +16.6% | -58.8% | -49.6% |
| YTD | +34.9% | +7.8% | +27.1% | +27.9% |
| 1Y | +48.5% | +9.9% | +38.6% | +38.8% |
| 3Y | +471.2% | +25.2% | +446.0% | +410.6% |
| 5Y | -18.9% | +46.8% | -65.6% | -33.0% |
| All | +244.6% | +190.1% | +54.5% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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