+155.5%
HUT vs QLD
+584.3%
-428.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -12.7% | +6.6% | +4.8% |
| 7D | -30.8% | -18.6% | -12.3% | -18.0% |
| 30D | -50.2% | -28.3% | -21.9% | -33.3% |
| 3M | -50.5% | -20.4% | -30.1% | -39.2% |
| 6M | -42.9% | -14.3% | -28.6% | -33.6% |
| YTD | 0.0% | +2.8% | -2.7% | +2.8% |
| 1Y | -2.2% | -1.2% | -1.0% | +5.1% |
| 3Y | +289.4% | +135.3% | +154.1% | +130.7% |
| 5Y | -36.7% | +62.6% | -99.3% | -51.2% |
| All | +155.5% | +584.3% | -428.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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