-33.8%
HUT vs P
+247.4%
-281.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +3.5% | +11.0% | +12.5% |
| 7D | -11.4% | -23.8% | +12.4% | +4.5% |
| 30D | -41.0% | -36.6% | -4.4% | -22.0% |
| 3M | -41.9% | +10.9% | -52.8% | -46.4% |
| 6M | -51.7% | +30.0% | -81.7% | -60.9% |
| YTD | +14.6% | +44.4% | -29.8% | -13.4% |
| 1Y | +21.4% | +3.9% | +17.5% | +6.2% |
| 3Y | +359.8% | +176.6% | +183.2% | +78.7% |
| All | -33.8% | +247.4% | -281.2% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling