+1,980.2%
HUT vs QS
-46.4%
+2,026.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +8.2% |
| 7D | +5.4% | -3.6% | +9.1% | +6.8% |
| 30D | +8.6% | -17.2% | +25.9% | +16.0% |
| 3M | -15.2% | -27.0% | +11.7% | -6.7% |
| 6M | +92.9% | -24.6% | +117.5% | +113.9% |
| YTD | +114.6% | -49.3% | +164.0% | +173.7% |
| 1Y | +208.5% | -40.3% | +248.8% | +270.2% |
| 3Y | +821.5% | -23.8% | +845.3% | +778.8% |
| 5Y | +101.8% | -75.0% | +176.8% | +150.4% |
| All | +1,980.2% | -46.4% | +2,026.6% | +3,389.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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