+453.2%
HUT vs IR
+155.4%
+297.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +7.6% |
| 7D | +28.3% | +0.6% | +27.6% | +27.7% |
| 30D | +12.3% | -13.6% | +25.9% | +24.5% |
| 3M | -16.8% | +3.7% | -20.5% | -20.9% |
| 6M | +111.4% | -13.1% | +124.4% | +132.4% |
| YTD | +116.6% | -5.1% | +121.7% | +125.0% |
| 1Y | +290.5% | -6.5% | +296.9% | +307.8% |
| 3Y | +792.3% | +8.5% | +783.8% | +784.1% |
| 5Y | +94.1% | +43.3% | +50.8% | +69.5% |
| All | +453.2% | +155.4% | +297.8% | +255.0% |
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