+448.2%
HUT vs NTRS
+124.4%
+323.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.8% | +8.0% |
| 7D | +5.4% | +1.4% | +4.0% | +4.2% |
| 30D | +8.6% | -0.7% | +9.3% | +9.0% |
| 3M | -15.2% | +11.3% | -26.5% | -22.6% |
| 6M | +92.9% | +35.5% | +57.3% | +50.6% |
| YTD | +114.6% | +40.6% | +74.0% | +63.6% |
| 1Y | +208.5% | +49.2% | +159.3% | +126.5% |
| 3Y | +821.5% | +167.2% | +654.3% | +348.3% |
| 5Y | +101.8% | +94.9% | +6.9% | +24.7% |
| All | +448.2% | +124.4% | +323.9% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling