+239.5%
HUT vs ROK
+159.2%
+80.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.3% | +5.3% | +5.5% |
| 7D | +24.8% | -8.5% | +33.3% | +33.7% |
| 30D | -28.4% | -6.4% | -22.0% | -24.2% |
| 3M | -31.2% | -8.8% | -22.4% | -25.0% |
| 6M | -40.2% | -10.5% | -29.7% | -33.1% |
| YTD | +32.9% | +5.4% | +27.5% | +32.6% |
| 1Y | +39.1% | +5.0% | +34.1% | +40.3% |
| 3Y | +462.8% | +64.3% | +398.5% | +298.8% |
| 5Y | -13.9% | +34.0% | -47.8% | -29.7% |
| All | +239.5% | +159.2% | +80.3% | +94.6% |
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