+217.0%
HUT vs JD
-27.2%
+244.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.5% | +10.8% | +9.3% |
| 7D | +3.7% | +7.9% | -4.2% | +0.2% |
| 30D | -32.3% | +4.8% | -37.1% | -33.9% |
| 3M | -35.6% | -13.9% | -21.7% | -32.2% |
| 6M | -42.1% | -5.8% | -36.3% | -41.5% |
| YTD | +24.1% | +2.4% | +21.7% | +21.9% |
| 1Y | +27.9% | -7.5% | +35.4% | +30.8% |
| 3Y | +409.1% | +20.9% | +388.2% | +359.6% |
| 5Y | -25.9% | -58.0% | +32.1% | -8.7% |
| All | +217.0% | -27.2% | +244.3% | +228.2% |
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