+192.7%
HUT vs JD
-25.4%
+218.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.6% | +12.9% | +13.9% |
| 7D | -11.4% | +13.4% | -24.7% | -15.9% |
| 30D | -41.0% | +7.7% | -48.7% | -42.9% |
| 3M | -41.9% | -11.3% | -30.6% | -39.5% |
| 6M | -51.7% | -5.1% | -46.5% | -51.3% |
| YTD | +14.6% | +5.0% | +9.6% | +11.5% |
| 1Y | +21.4% | -5.6% | +27.0% | +23.3% |
| 3Y | +359.8% | +17.8% | +342.1% | +318.8% |
| 5Y | -27.5% | -57.2% | +29.7% | -11.3% |
| All | +192.7% | -25.4% | +218.1% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling