+501.6%
HUT vs ROIV
+384.4%
+117.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.6% | +6.0% | +6.4% |
| 7D | +24.8% | +9.5% | +15.3% | +17.4% |
| 30D | -28.4% | +21.0% | -49.4% | -38.3% |
| 3M | -31.2% | +18.7% | -49.9% | -40.9% |
| 6M | -40.2% | +44.5% | -84.8% | -57.0% |
| YTD | +32.9% | +92.9% | -59.9% | -23.5% |
| 1Y | +39.1% | +100.2% | -61.2% | -22.2% |
| All | +501.6% | +384.4% | +117.2% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling