+409.1%
HUT vs RF
+115.2%
+293.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +6.3% |
| 7D | +3.7% | -0.1% | +3.8% | +3.3% |
| 30D | -32.3% | +7.0% | -39.4% | -37.0% |
| 3M | -35.6% | -7.0% | -28.6% | -31.9% |
| 6M | -42.1% | +6.8% | -48.9% | -48.2% |
| YTD | +24.1% | +9.9% | +14.2% | +6.8% |
| 1Y | +27.9% | +21.1% | +6.8% | -0.4% |
| 3Y | +409.1% | +119.6% | +289.5% | +169.1% |
| All | +409.1% | +115.2% | +293.9% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling