+420.1%
HUT vs QLD
+758.4%
-338.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.9% |
| 7D | +17.8% | +0.6% | +17.2% | +17.4% |
| 30D | +0.8% | -0.1% | +1.0% | +0.9% |
| 3M | -26.8% | -8.4% | -18.4% | -21.2% |
| 6M | +72.6% | +32.2% | +40.4% | +39.7% |
| YTD | +103.6% | +28.9% | +74.7% | +70.6% |
| 1Y | +265.3% | +43.8% | +221.4% | +188.5% |
| 3Y | +689.4% | +176.6% | +512.8% | +300.2% |
| 5Y | +75.3% | +121.6% | -46.2% | +6.1% |
| All | +420.1% | +758.4% | -338.3% | +119.7% |
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