+851.6%
HUT vs ROIV
+276.5%
+575.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -6.0% | -6.7% |
| 7D | +9.3% | +1.7% | +7.7% | +8.7% |
| 30D | -23.1% | +17.6% | -40.7% | -28.0% |
| 3M | -30.6% | +9.0% | -39.6% | -33.4% |
| 6M | -46.9% | +35.3% | -82.1% | -53.4% |
| YTD | +25.3% | +82.2% | -56.9% | -0.6% |
| 1Y | +59.8% | +92.3% | -32.4% | +24.5% |
| 3Y | +467.2% | +336.8% | +130.4% | +239.8% |
| 5Y | -24.6% | +370.6% | -395.2% | -65.8% |
| All | +851.6% | +276.5% | +575.1% | +441.3% |
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