+433.3%
HUT vs NOC
+70.3%
+363.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.6% |
| 7D | +18.9% | -1.6% | +20.5% | +18.9% |
| 30D | +12.0% | -10.4% | +22.4% | +12.1% |
| 3M | -14.9% | -5.6% | -9.2% | -14.8% |
| 6M | +96.8% | -30.4% | +127.2% | +98.9% |
| YTD | +108.8% | -8.5% | +117.3% | +109.5% |
| 1Y | +227.4% | -8.3% | +235.7% | +228.6% |
| 3Y | +760.3% | +28.2% | +732.1% | +746.0% |
| 5Y | +86.1% | +56.7% | +29.3% | +80.5% |
| All | +433.3% | +70.3% | +363.1% | +390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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