+909.3%
HUT vs ROIV
+298.6%
+610.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.6% | +6.0% | +6.9% |
| 7D | +24.8% | +9.5% | +15.3% | +20.9% |
| 30D | -28.4% | +21.0% | -49.4% | -33.7% |
| 3M | -31.2% | +18.7% | -49.9% | -36.2% |
| 6M | -40.2% | +44.5% | -84.8% | -48.9% |
| YTD | +32.9% | +92.9% | -59.9% | +3.2% |
| 1Y | +39.1% | +100.2% | -61.2% | +6.7% |
| 3Y | +462.8% | +375.0% | +87.7% | +227.2% |
| 5Y | -13.9% | +435.2% | -449.0% | -61.9% |
| All | +909.3% | +298.6% | +610.7% | +461.7% |
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