+5.7%
HUT vs Q
+66.4%
-60.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +6.3% | +8.3% | +8.0% |
| 7D | -11.4% | +0.3% | -11.6% | -11.0% |
| 30D | -41.0% | -9.8% | -31.2% | -33.6% |
| 3M | -41.9% | -12.2% | -29.7% | -32.6% |
| 6M | -51.7% | -21.6% | -30.1% | -40.1% |
| YTD | +14.6% | +43.6% | -28.9% | -19.0% |
| 1Y | +21.4% | +25.7% | -4.3% | -3.6% |
| All | +5.7% | +66.4% | -60.7% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling