+217.0%
HUT vs ROL
+84.9%
+132.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +7.6% |
| 7D | +3.7% | +7.5% | -3.9% | +0.9% |
| 30D | -32.3% | +21.1% | -53.5% | -37.3% |
| 3M | -35.6% | +3.1% | -38.8% | -37.1% |
| 6M | -42.1% | -27.4% | -14.7% | -35.6% |
| YTD | +24.1% | -34.7% | +58.8% | +43.5% |
| 1Y | +27.9% | -32.9% | +60.8% | +45.9% |
| 3Y | +409.1% | +6.1% | +403.0% | +342.2% |
| 5Y | -25.9% | +16.3% | -42.3% | -39.1% |
| All | +217.0% | +84.9% | +132.2% | +162.0% |
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