+420.1%
HUT vs NSC
+176.1%
+244.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +5.9% |
| 7D | +17.8% | -5.5% | +23.3% | +22.1% |
| 30D | +0.8% | -3.2% | +4.1% | +2.7% |
| 3M | -26.8% | +7.7% | -34.5% | -31.1% |
| 6M | +72.6% | +4.5% | +68.0% | +65.3% |
| YTD | +103.6% | +15.6% | +88.1% | +81.4% |
| 1Y | +265.3% | +19.8% | +245.4% | +216.2% |
| 3Y | +689.4% | +70.1% | +619.3% | +428.6% |
| 5Y | +75.3% | +46.1% | +29.2% | +32.3% |
| All | +420.1% | +176.1% | +244.1% | +205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling