-25.9%
HUT vs NOC
+60.7%
-86.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +8.4% |
| 7D | +3.7% | -2.9% | +6.6% | +3.5% |
| 30D | -32.3% | +12.1% | -44.5% | -31.9% |
| 3M | -35.6% | -5.3% | -30.4% | -35.5% |
| 6M | -42.1% | -1.0% | -41.1% | -41.9% |
| YTD | +24.1% | -4.3% | +28.4% | +25.2% |
| 1Y | +27.9% | -3.6% | +31.5% | +29.0% |
| 3Y | +409.1% | +22.9% | +386.2% | +417.7% |
| 5Y | -25.9% | +60.4% | -86.3% | -30.6% |
| All | -25.9% | +60.7% | -86.7% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling