+220.1%
HUT vs IR
+189.3%
+30.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -6.9% |
| 7D | +9.3% | +2.5% | +6.8% | +7.5% |
| 30D | -23.1% | +9.2% | -32.3% | -27.7% |
| 3M | -30.6% | +0.9% | -31.5% | -31.2% |
| 6M | -46.9% | +19.2% | -66.1% | -54.3% |
| YTD | +25.3% | +7.5% | +17.8% | +19.0% |
| 1Y | +59.8% | +11.7% | +48.1% | +47.3% |
| 3Y | +467.2% | +23.9% | +443.3% | +410.7% |
| 5Y | -24.6% | +46.4% | -71.0% | -37.6% |
| All | +220.1% | +189.3% | +30.8% | +87.8% |
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