+359.8%
HUT vs REPL
+35.1%
+324.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +8.0% | +6.6% | +14.0% |
| 7D | -11.4% | +22.8% | -34.1% | -12.7% |
| 30D | -41.0% | +63.8% | -104.8% | -43.3% |
| 3M | -41.9% | +68.1% | -110.0% | -44.5% |
| 6M | -51.7% | +528.5% | -580.2% | -61.4% |
| YTD | +14.6% | +122.4% | -107.8% | -5.3% |
| 1Y | +21.4% | +154.4% | -133.0% | -1.1% |
| 3Y | +359.8% | +68.0% | +291.8% | +193.5% |
| 5Y | -27.5% | -35.4% | +7.9% | -46.9% |
| All | +359.8% | +35.1% | +324.7% | +208.8% |
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 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