+244.6%
HUT vs ROL
+81.9%
+162.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +34.9% | -1.7% | +36.6% | +35.6% |
| 30D | -25.9% | +18.5% | -44.4% | -30.8% |
| 3M | -31.7% | +4.3% | -36.1% | -33.6% |
| 6M | -42.2% | -27.7% | -14.5% | -35.8% |
| YTD | +34.9% | -35.8% | +70.7% | +56.9% |
| 1Y | +48.5% | -34.1% | +82.6% | +70.5% |
| 3Y | +471.2% | +2.9% | +468.3% | +402.9% |
| 5Y | -18.9% | +12.7% | -31.6% | -32.5% |
| All | +244.6% | +81.9% | +162.7% | +186.3% |
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