+1.7%
HUT vs NTRS
+43.5%
-41.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +3.1% | -26.4% | -27.0% |
| 7D | -29.5% | +3.6% | -33.1% | -33.1% |
| 30D | -45.2% | +4.3% | -49.5% | -48.3% |
| 3M | -51.6% | -1.9% | -49.7% | -51.0% |
| 6M | -37.3% | +11.4% | -48.8% | -46.3% |
| YTD | +6.5% | +32.3% | -25.8% | -33.8% |
| 1Y | +1.7% | +42.5% | -40.8% | -44.4% |
| All | +1.7% | +43.5% | -41.7% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling