+436.3%
HUT vs NVT
+694.8%
-258.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -3.8% |
| 7D | +2.8% | +2.0% | +0.8% | +1.4% |
| 30D | +2.1% | -7.2% | +9.2% | +8.8% |
| 3M | -14.3% | -0.9% | -13.4% | -13.2% |
| 6M | +84.2% | +42.6% | +41.6% | +42.1% |
| YTD | +97.2% | +52.9% | +44.3% | +45.9% |
| 1Y | +192.7% | +64.5% | +128.3% | +108.8% |
| 3Y | +712.6% | +178.0% | +534.6% | +293.2% |
| 5Y | +85.5% | +402.8% | -317.3% | -38.1% |
| All | +436.3% | +694.8% | -258.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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