+86.3%
HUT vs ROL
-3.8%
+90.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.0% |
| 7D | +17.8% | -1.4% | +19.2% | +18.4% |
| 30D | +0.8% | -4.1% | +4.9% | +2.1% |
| 3M | -26.8% | -22.5% | -4.3% | -20.2% |
| 6M | +72.6% | -37.7% | +110.2% | +108.0% |
| YTD | +103.6% | -39.6% | +143.2% | +146.4% |
| 1Y | +265.3% | -36.0% | +301.3% | +322.4% |
| 3Y | +689.4% | -5.1% | +694.6% | +564.9% |
| All | +86.3% | -3.8% | +90.1% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling