+244.6%
HUT vs IT
+54.6%
+190.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | +34.9% | -3.7% | +38.5% | +36.7% |
| 30D | -25.9% | -3.1% | -22.8% | -27.3% |
| 3M | -31.7% | +6.3% | -38.1% | -37.8% |
| 6M | -42.2% | +24.8% | -67.0% | -56.3% |
| YTD | +34.9% | -24.4% | +59.3% | +34.9% |
| 1Y | +48.5% | -17.1% | +65.6% | +37.2% |
| 3Y | +471.2% | -53.6% | +524.8% | +697.3% |
| 5Y | -18.9% | -42.5% | +23.6% | -4.9% |
| All | +244.6% | +54.6% | +190.0% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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