+403.8%
HUT vs OMC
+44.6%
+359.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -6.2% |
| 7D | +2.8% | -6.2% | +9.1% | +5.6% |
| 30D | +2.1% | -7.6% | +9.6% | +4.9% |
| 3M | -14.3% | +7.4% | -21.7% | -19.7% |
| 6M | +84.2% | +0.1% | +84.1% | +78.5% |
| YTD | +97.2% | +0.4% | +96.8% | +87.0% |
| 1Y | +192.7% | +7.8% | +185.0% | +162.1% |
| 3Y | +712.6% | +11.8% | +700.7% | +596.8% |
| 5Y | +85.5% | +32.5% | +53.0% | +50.2% |
| All | +403.8% | +44.6% | +359.1% | +270.5% |
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