+220.1%
HUT vs OMC
+61.8%
+158.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.3% | -8.4% | -7.6% |
| 7D | +9.3% | +1.9% | +7.5% | +8.5% |
| 30D | -23.1% | +12.2% | -35.3% | -27.6% |
| 3M | -30.6% | +0.6% | -31.2% | -32.1% |
| 6M | -46.9% | +21.0% | -67.9% | -53.5% |
| YTD | +25.3% | +12.4% | +13.0% | +11.5% |
| 1Y | +59.8% | +25.4% | +34.4% | +33.1% |
| 3Y | +467.2% | +29.2% | +438.0% | +346.0% |
| 5Y | -24.6% | +52.6% | -77.2% | -43.3% |
| All | +220.1% | +61.8% | +158.3% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling