+453.2%
HUT vs JD
-29.0%
+482.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.4% | +7.2% |
| 7D | +28.3% | -0.8% | +29.0% | +28.6% |
| 30D | +12.3% | -16.0% | +28.3% | +20.1% |
| 3M | -16.8% | -3.2% | -13.6% | -16.2% |
| 6M | +111.4% | +6.1% | +105.3% | +106.2% |
| YTD | +116.6% | -0.1% | +116.7% | +115.9% |
| 1Y | +290.5% | -12.7% | +303.2% | +313.3% |
| 3Y | +792.3% | -6.3% | +798.6% | +784.9% |
| 5Y | +94.1% | -61.3% | +155.5% | +145.5% |
| All | +453.2% | -29.0% | +482.2% | +481.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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