+94.1%
HUT vs OMC
+32.6%
+61.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +7.3% |
| 7D | +28.3% | -5.8% | +34.0% | +31.9% |
| 30D | +12.3% | -4.8% | +17.1% | +14.4% |
| 3M | -16.8% | +9.2% | -26.0% | -24.2% |
| 6M | +111.4% | -2.5% | +113.9% | +106.9% |
| YTD | +116.6% | +2.6% | +114.0% | +99.8% |
| 1Y | +290.5% | +5.9% | +284.5% | +240.9% |
| 3Y | +792.3% | +14.2% | +778.1% | +565.0% |
| 5Y | +94.1% | +33.2% | +60.9% | +27.3% |
| All | +94.1% | +32.6% | +61.5% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling