+448.2%
HUT vs NSC
+168.4%
+279.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.8% | +9.4% |
| 7D | +5.4% | -2.8% | +8.2% | +7.3% |
| 30D | +8.6% | -4.5% | +13.1% | +11.6% |
| 3M | -15.2% | +3.5% | -18.8% | -18.1% |
| 6M | +92.9% | +8.5% | +84.4% | +79.7% |
| YTD | +114.6% | +12.3% | +102.3% | +94.6% |
| 1Y | +208.5% | +18.9% | +189.6% | +168.2% |
| 3Y | +821.5% | +74.1% | +747.4% | +506.0% |
| 5Y | +101.8% | +43.9% | +57.9% | +53.8% |
| All | +448.2% | +168.4% | +279.9% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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