+681.0%
HUT vs NVD
-99.1%
+780.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.5% | -10.0% | -3.8% |
| 7D | +2.8% | +9.0% | -6.2% | +6.6% |
| 30D | +2.1% | -5.5% | +7.5% | +1.8% |
| 3M | -14.3% | -24.6% | +10.4% | -19.7% |
| 6M | +84.2% | -42.1% | +126.3% | +65.7% |
| YTD | +97.2% | -44.3% | +141.5% | +80.5% |
| 1Y | +192.7% | -54.2% | +246.9% | +164.6% |
| 3Y | +712.6% | -99.1% | +811.7% | +243.9% |
| All | +681.0% | -99.1% | +780.2% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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