+240.8%
HUT vs NVT
+488.5%
-247.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -6.5% |
| 7D | +9.3% | +8.0% | +1.4% | +2.6% |
| 30D | -23.1% | -24.8% | +1.7% | -0.2% |
| 3M | -30.6% | -32.4% | +1.8% | -0.7% |
| 6M | -46.9% | -33.5% | -13.4% | -22.4% |
| YTD | +25.3% | +13.2% | +12.1% | +22.8% |
| 1Y | +59.8% | +9.0% | +50.9% | +61.6% |
| 3Y | +467.2% | +129.4% | +337.8% | +237.0% |
| 5Y | -24.6% | +230.1% | -254.7% | -64.6% |
| All | +240.8% | +488.5% | -247.7% | +0.1% |
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