+239.5%
HUT vs OMC
+63.4%
+176.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.5% | +7.5% |
| 7D | +24.8% | +1.6% | +23.2% | +24.0% |
| 30D | -28.4% | +15.3% | -43.7% | -33.3% |
| 3M | -31.2% | +4.5% | -35.7% | -33.8% |
| 6M | -40.2% | +20.8% | -61.0% | -47.6% |
| YTD | +32.9% | +13.5% | +19.4% | +17.9% |
| 1Y | +39.1% | +25.2% | +13.8% | +16.3% |
| 3Y | +462.8% | +30.5% | +432.3% | +341.2% |
| 5Y | -13.9% | +52.7% | -66.5% | -35.2% |
| All | +239.5% | +63.4% | +176.1% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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