+792.3%
HUT vs QS
-19.7%
+812.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.0% | +4.3% | +5.5% |
| 7D | +28.3% | +2.2% | +26.1% | +27.2% |
| 30D | +12.3% | -8.1% | +20.4% | +16.3% |
| 3M | -16.8% | -27.0% | +10.2% | -6.5% |
| 6M | +111.4% | -16.4% | +127.8% | +129.4% |
| YTD | +116.6% | -46.4% | +162.9% | +178.0% |
| 1Y | +290.5% | -41.1% | +331.6% | +383.7% |
| 3Y | +792.3% | -18.6% | +810.9% | +825.8% |
| All | +792.3% | -19.7% | +812.0% | +825.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling