+398.0%
HUT vs REPL
+39.1%
+358.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +8.1% |
| 7D | +3.7% | +14.2% | -10.5% | +2.7% |
| 30D | -32.3% | +65.9% | -98.2% | -35.0% |
| 3M | -35.6% | +84.6% | -120.2% | -38.9% |
| 6M | -42.1% | +446.9% | -489.0% | -53.0% |
| YTD | +24.1% | +129.0% | -104.9% | +2.4% |
| 1Y | +27.9% | +167.9% | -140.0% | +3.7% |
| 3Y | +409.1% | +93.9% | +315.2% | +218.3% |
| 5Y | -25.9% | -33.0% | +7.0% | -45.9% |
| All | +398.0% | +39.1% | +358.9% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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