+453.2%
HUT vs ROL
+66.8%
+386.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.5% | +8.9% | +7.3% |
| 7D | +28.3% | -3.4% | +31.7% | +29.9% |
| 30D | +12.3% | -6.9% | +19.2% | +15.1% |
| 3M | -16.8% | -24.6% | +7.8% | -8.3% |
| 6M | +111.4% | -39.5% | +150.9% | +155.5% |
| YTD | +116.6% | -41.1% | +157.7% | +162.4% |
| 1Y | +290.5% | -37.9% | +328.4% | +356.4% |
| 3Y | +792.3% | +0.8% | +791.5% | +687.7% |
| 5Y | +94.1% | -4.7% | +98.8% | +73.8% |
| All | +453.2% | +66.8% | +386.4% | +378.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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