-18.9%
HUT vs REPL
-35.3%
+16.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +34.9% | +9.8% | +25.1% | +34.0% |
| 30D | -25.9% | +81.5% | -107.4% | -28.9% |
| 3M | -31.7% | +44.2% | -75.9% | -33.7% |
| 6M | -42.2% | +437.4% | -479.7% | -51.8% |
| YTD | +34.9% | +126.1% | -91.2% | +14.2% |
| 1Y | +48.5% | +143.1% | -94.6% | +24.7% |
| 3Y | +471.2% | +97.8% | +373.4% | +243.2% |
| 5Y | -18.9% | -34.3% | +15.4% | -26.6% |
| All | -18.9% | -35.3% | +16.4% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling