+192.7%
HUT vs ROL
+81.1%
+111.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.1% | +16.7% | +15.3% |
| 7D | -11.4% | +9.5% | -20.9% | -14.5% |
| 30D | -41.0% | +22.9% | -64.0% | -45.9% |
| 3M | -41.9% | +3.5% | -45.5% | -43.4% |
| 6M | -51.7% | -29.4% | -22.3% | -45.7% |
| YTD | +14.6% | -36.1% | +50.7% | +33.4% |
| 1Y | +21.4% | -34.4% | +55.8% | +39.5% |
| 3Y | +359.8% | +4.0% | +355.8% | +302.0% |
| 5Y | -27.5% | +13.2% | -40.7% | -39.8% |
| All | +192.7% | +81.1% | +111.6% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling