+239.5%
HUT vs P
+417.2%
-177.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.4% | +3.1% | +5.0% |
| 7D | +24.8% | -4.7% | +29.5% | +27.8% |
| 30D | -28.4% | -31.4% | +3.1% | -10.6% |
| 3M | -31.2% | -2.6% | -28.6% | -30.6% |
| 6M | -40.2% | +21.9% | -62.2% | -48.6% |
| YTD | +32.9% | +58.9% | -26.0% | -2.5% |
| 1Y | +39.1% | +21.7% | +17.3% | +13.0% |
| 3Y | +462.8% | +193.3% | +269.5% | +149.9% |
| 5Y | -13.9% | +275.1% | -289.0% | -66.4% |
| All | +239.5% | +417.2% | -177.7% | -3.2% |
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