+220.1%
HUT vs ROK
+156.8%
+63.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.7% |
| 7D | +9.3% | +7.1% | +2.3% | +3.2% |
| 30D | -23.1% | -5.0% | -18.2% | -19.8% |
| 3M | -30.6% | -9.4% | -21.2% | -24.0% |
| 6M | -46.9% | -11.0% | -35.9% | -40.2% |
| YTD | +25.3% | +4.4% | +20.9% | +26.1% |
| 1Y | +59.8% | +7.4% | +52.4% | +57.8% |
| 3Y | +467.2% | +61.0% | +406.2% | +309.1% |
| 5Y | -24.6% | +30.4% | -55.0% | -37.4% |
| All | +220.1% | +156.8% | +63.3% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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