+448.2%
HUT vs NVMI
+1,233.6%
-785.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.6% | +7.3% | +7.6% |
| 7D | +5.4% | -0.1% | +5.5% | +5.7% |
| 30D | +8.6% | -8.4% | +17.0% | +17.2% |
| 3M | -15.2% | -33.6% | +18.3% | +15.2% |
| 6M | +92.9% | -14.7% | +107.6% | +113.8% |
| YTD | +114.6% | +13.2% | +101.4% | +91.8% |
| 1Y | +208.5% | +29.0% | +179.5% | +151.1% |
| 3Y | +821.5% | +215.0% | +606.5% | +218.2% |
| 5Y | +101.8% | +268.6% | -166.7% | -34.3% |
| All | +448.2% | +1,233.6% | -785.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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