+244.6%
HUT vs P
+434.7%
-190.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | -0.4% |
| 7D | +34.9% | +17.8% | +17.0% | +23.4% |
| 30D | -25.9% | -29.9% | +4.0% | -8.6% |
| 3M | -31.7% | -1.2% | -30.6% | -31.7% |
| 6M | -42.2% | +32.1% | -74.4% | -52.5% |
| YTD | +34.9% | +64.3% | -29.4% | -2.9% |
| 1Y | +48.5% | +24.3% | +24.2% | +19.3% |
| 3Y | +471.2% | +203.2% | +268.0% | +148.9% |
| 5Y | -18.9% | +290.4% | -309.3% | -69.0% |
| All | +244.6% | +434.7% | -190.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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