-19.4%
HUT vs OMC
+53.9%
-73.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -10.9% | +6.8% | -17.8% | -14.1% |
| 30D | -32.6% | +16.2% | -48.8% | -38.1% |
| 3M | -33.7% | +6.0% | -39.8% | -37.0% |
| 6M | -42.3% | +17.7% | -60.1% | -50.0% |
| YTD | +23.6% | +13.5% | +10.1% | +7.0% |
| 1Y | +20.4% | +27.2% | -6.8% | -5.7% |
| 3Y | +423.2% | +30.4% | +392.8% | +248.7% |
| 5Y | -19.4% | +53.5% | -72.9% | -50.5% |
| All | -19.4% | +53.9% | -73.3% | -50.5% |
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 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