+433.3%
HUT vs ROK
+171.9%
+261.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.0% |
| 7D | +18.9% | +0.2% | +18.7% | +18.8% |
| 30D | +12.0% | -1.8% | +13.8% | +14.0% |
| 3M | -14.9% | -7.2% | -7.7% | -8.4% |
| 6M | +96.8% | +14.2% | +82.6% | +81.6% |
| YTD | +108.8% | +10.6% | +98.2% | +99.2% |
| 1Y | +227.4% | +25.9% | +201.5% | +184.5% |
| 3Y | +760.3% | +50.8% | +709.5% | +544.5% |
| 5Y | +86.1% | +47.0% | +39.0% | +41.9% |
| All | +433.3% | +171.9% | +261.4% | +192.2% |
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