+420.1%
HUT vs JD
-27.5%
+447.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.5% |
| 7D | +17.8% | -1.7% | +19.5% | +18.6% |
| 30D | +0.8% | -13.2% | +14.0% | +6.4% |
| 3M | -26.8% | -3.2% | -23.6% | -26.2% |
| 6M | +72.6% | +15.2% | +57.3% | +62.6% |
| YTD | +103.6% | +2.0% | +101.6% | +101.5% |
| 1Y | +265.3% | -5.4% | +270.6% | +275.1% |
| 3Y | +689.4% | -9.1% | +698.5% | +690.3% |
| 5Y | +75.3% | -59.6% | +135.0% | +119.1% |
| All | +420.1% | -27.5% | +447.7% | +442.4% |
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