+101.0%
HUT vs PL
+46.3%
+54.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +7.3% |
| 7D | +24.8% | +13.4% | +11.4% | +18.3% |
| 30D | -28.4% | -10.2% | -18.2% | -23.9% |
| 3M | -31.2% | -39.5% | +8.3% | -14.7% |
| 6M | -40.2% | -65.7% | +25.5% | -9.1% |
| YTD | +32.9% | -27.3% | +60.2% | +40.4% |
| 1Y | +39.1% | +15.0% | +24.1% | +17.7% |
| 3Y | +462.8% | +560.8% | -98.1% | +54.3% |
| 5Y | -13.9% | +38.4% | -52.3% | -55.6% |
| All | +101.0% | +46.3% | +54.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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