+433.3%
HUT vs NTRS
+119.0%
+314.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +18.9% | +0.9% | +18.0% | +18.1% |
| 30D | +12.0% | -1.2% | +13.2% | +12.9% |
| 3M | -14.9% | +8.8% | -23.6% | -20.6% |
| 6M | +96.8% | +34.7% | +62.1% | +54.6% |
| YTD | +108.8% | +37.2% | +71.5% | +62.4% |
| 1Y | +227.4% | +46.3% | +181.0% | +144.1% |
| 3Y | +760.3% | +163.2% | +597.0% | +324.1% |
| 5Y | +86.1% | +86.9% | -0.9% | +18.5% |
| All | +433.3% | +119.0% | +314.3% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling