+448.2%
HUT vs QXO
-30.0%
+478.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.7% | +8.8% |
| 7D | +5.4% | -7.8% | +13.2% | +6.0% |
| 30D | +8.6% | -18.1% | +26.7% | +10.2% |
| 3M | -15.2% | -25.8% | +10.5% | -13.6% |
| 6M | +92.9% | -41.7% | +134.6% | +100.2% |
| YTD | +114.6% | -36.2% | +150.8% | +121.9% |
| 1Y | +208.5% | -42.1% | +250.6% | +220.9% |
| 3Y | +821.5% | -46.2% | +867.6% | +704.3% |
| 5Y | +101.8% | -70.7% | +172.6% | +81.7% |
| All | +448.2% | -30.0% | +478.2% | +346.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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