+15.6%
HUT vs Q
+68.3%
-52.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.5% | -3.6% | -3.4% |
| 7D | +9.3% | +1.2% | +8.2% | +8.2% |
| 30D | -23.1% | -2.7% | -20.4% | -19.8% |
| 3M | -30.6% | -16.9% | -13.7% | -14.8% |
| 6M | -46.9% | -26.9% | -20.0% | -28.5% |
| YTD | +25.3% | +45.2% | -19.9% | -12.3% |
| 1Y | +59.8% | +38.1% | +21.7% | +17.7% |
| All | +15.6% | +68.3% | -52.7% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling