+717.0%
HUT vs REPL
-6.0%
+723.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.3% |
| 7D | +17.8% | -3.0% | +20.8% | +18.0% |
| 30D | +0.8% | +27.1% | -26.3% | -1.4% |
| 3M | -26.8% | +52.4% | -79.2% | -31.8% |
| 6M | +72.6% | +107.4% | -34.9% | +43.2% |
| YTD | +103.6% | +54.7% | +48.9% | +73.5% |
| 1Y | +265.3% | +158.9% | +106.4% | +180.0% |
| 3Y | +689.4% | -23.7% | +713.1% | +463.9% |
| 5Y | +75.3% | -54.3% | +129.7% | +32.1% |
| All | +717.0% | -6.0% | +723.0% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling