+24.4%
HUT vs Q
+74.5%
-50.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +4.7% |
| 7D | +34.9% | +11.5% | +23.4% | +21.0% |
| 30D | -25.9% | -0.2% | -25.7% | -24.8% |
| 3M | -31.7% | -13.6% | -18.1% | -19.7% |
| 6M | -42.2% | -27.0% | -15.2% | -22.4% |
| YTD | +34.9% | +50.5% | -15.6% | -9.2% |
| 1Y | +48.5% | +33.8% | +14.8% | +11.0% |
| All | +24.4% | +74.5% | -50.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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