+842.5%
HUT vs ROIV
+287.3%
+555.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +6.5% |
| 7D | +3.7% | +13.3% | -9.7% | -1.7% |
| 30D | -32.3% | +14.8% | -47.1% | -36.1% |
| 3M | -35.6% | +11.9% | -47.6% | -38.9% |
| 6M | -42.1% | +42.4% | -84.5% | -50.2% |
| YTD | +24.1% | +87.4% | -63.3% | -2.6% |
| 1Y | +27.9% | +97.2% | -69.4% | -1.2% |
| 3Y | +409.1% | +375.7% | +33.4% | +196.6% |
| 5Y | -25.9% | +379.0% | -405.0% | -66.8% |
| All | +842.5% | +287.3% | +555.1% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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