+94.1%
HUT vs NSC
+46.6%
+47.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.8% | +6.7% |
| 7D | +28.3% | -1.5% | +29.8% | +29.6% |
| 30D | +12.3% | -1.9% | +14.2% | +13.5% |
| 3M | -16.8% | +6.2% | -23.0% | -21.5% |
| 6M | +111.4% | +9.2% | +102.2% | +93.6% |
| YTD | +116.6% | +15.0% | +101.5% | +89.4% |
| 1Y | +290.5% | +21.1% | +269.4% | +225.6% |
| 3Y | +792.3% | +78.6% | +713.7% | +409.0% |
| 5Y | +94.1% | +45.9% | +48.2% | +34.0% |
| All | +94.1% | +46.6% | +47.5% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling