+217.0%
HUT vs RF
+103.8%
+113.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +6.8% |
| 7D | +3.7% | -0.1% | +3.8% | +3.4% |
| 30D | -32.3% | +7.0% | -39.4% | -35.7% |
| 3M | -35.6% | -7.0% | -28.6% | -33.0% |
| 6M | -42.1% | +6.8% | -48.9% | -46.0% |
| YTD | +24.1% | +9.9% | +14.2% | +13.6% |
| 1Y | +27.9% | +21.1% | +6.8% | +10.0% |
| 3Y | +409.1% | +119.6% | +289.5% | +209.2% |
| 5Y | -25.9% | +46.2% | -72.1% | -41.3% |
| All | +217.0% | +103.8% | +113.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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