+770.2%
HUT vs ROIV
+270.3%
+500.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +6.2% | +8.4% | +12.2% |
| 7D | -11.4% | +5.3% | -16.7% | -13.5% |
| 30D | -41.0% | +11.9% | -52.9% | -43.8% |
| 3M | -41.9% | +10.7% | -52.6% | -44.7% |
| 6M | -51.7% | +34.9% | -86.6% | -57.6% |
| YTD | +14.6% | +79.2% | -64.6% | -8.5% |
| 1Y | +21.4% | +89.0% | -67.6% | -4.7% |
| 3Y | +359.8% | +337.3% | +22.5% | +175.4% |
| 5Y | -27.5% | +402.3% | -429.8% | -66.8% |
| All | +770.2% | +270.3% | +500.0% | +397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling