+220.1%
HUT vs P
+424.5%
-204.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.9% | -5.2% | -6.0% |
| 7D | +9.3% | +11.6% | -2.3% | +3.0% |
| 30D | -23.1% | -23.7% | +0.6% | -9.6% |
| 3M | -30.6% | -8.0% | -22.6% | -27.4% |
| 6M | -46.9% | +27.9% | -74.8% | -55.4% |
| YTD | +25.3% | +61.2% | -35.8% | -8.7% |
| 1Y | +59.8% | +28.6% | +31.2% | +25.4% |
| 3Y | +467.2% | +200.5% | +266.7% | +148.3% |
| 5Y | -24.6% | +282.9% | -307.6% | -70.9% |
| All | +220.1% | +424.5% | -204.4% | -9.4% |
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