+155.5%
HUT vs P
+353.8%
-198.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -16.4% | +10.3% | +3.1% |
| 7D | -30.8% | -31.9% | +1.1% | -13.8% |
| 30D | -50.2% | -36.5% | -13.7% | -35.2% |
| 3M | -50.5% | +11.6% | -62.0% | -54.4% |
| 6M | -42.9% | +25.2% | -68.1% | -52.2% |
| YTD | 0.0% | +39.4% | -39.4% | -21.3% |
| 1Y | -2.2% | -3.7% | +1.4% | -9.3% |
| 3Y | +289.4% | +167.3% | +122.1% | +81.0% |
| 5Y | -36.7% | +237.3% | -274.0% | -73.8% |
| All | +155.5% | +353.8% | -198.3% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling