+420.1%
HUT vs ROK
+176.8%
+243.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.1% |
| 7D | +17.8% | +0.7% | +17.1% | +17.2% |
| 30D | +0.8% | -3.3% | +4.2% | +4.2% |
| 3M | -26.8% | -5.9% | -20.9% | -22.0% |
| 6M | +72.6% | +13.9% | +58.7% | +59.8% |
| YTD | +103.6% | +12.6% | +91.0% | +91.3% |
| 1Y | +265.3% | +28.6% | +236.7% | +211.6% |
| 3Y | +689.4% | +45.1% | +644.3% | +508.1% |
| 5Y | +75.3% | +45.6% | +29.8% | +33.7% |
| All | +420.1% | +176.8% | +243.3% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling