+838.3%
HUT vs ROIV
+292.3%
+546.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | -10.9% | +14.3% | -25.2% | -15.8% |
| 30D | -32.6% | +16.2% | -48.9% | -36.7% |
| 3M | -33.7% | +15.1% | -48.8% | -37.8% |
| 6M | -42.3% | +44.2% | -86.6% | -50.6% |
| YTD | +23.6% | +89.8% | -66.2% | -3.5% |
| 1Y | +20.4% | +94.6% | -74.2% | -6.6% |
| 3Y | +423.2% | +367.5% | +55.7% | +206.0% |
| 5Y | -19.4% | +421.4% | -440.8% | -64.1% |
| All | +838.3% | +292.3% | +546.1% | +425.3% |
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