+0.4%
HUT vs NVTS
-31.6%
+32.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.6% | +2.9% |
| 7D | +34.9% | +21.6% | +13.2% | +28.2% |
| 30D | -25.9% | -8.5% | -17.4% | -24.2% |
| 3M | -31.7% | -31.4% | -0.4% | -24.6% |
| 6M | -42.2% | -50.3% | +8.1% | -32.9% |
| YTD | +34.9% | +33.9% | +1.0% | +14.8% |
| 1Y | +48.5% | +10.6% | +37.9% | +33.4% |
| 3Y | +471.2% | +52.7% | +418.5% | +281.4% |
| 5Y | -18.9% | -48.5% | +29.6% | -28.4% |
| All | +0.4% | -31.6% | +32.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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