+433.3%
HUT vs QXO
-27.7%
+461.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.3% |
| 7D | +18.9% | -3.9% | +22.7% | +19.2% |
| 30D | +12.0% | -17.4% | +29.3% | +13.5% |
| 3M | -14.9% | -22.5% | +7.6% | -13.5% |
| 6M | +96.8% | -41.4% | +138.2% | +104.1% |
| YTD | +108.8% | -34.1% | +142.9% | +115.4% |
| 1Y | +227.4% | -40.8% | +268.2% | +239.9% |
| 3Y | +760.3% | -43.9% | +804.2% | +648.1% |
| 5Y | +86.1% | -69.6% | +155.7% | +67.0% |
| All | +433.3% | -27.7% | +461.0% | +333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling