+217.0%
HUT vs ROP
+77.3%
+139.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.8% |
| 7D | +3.7% | -1.6% | +5.3% | +3.5% |
| 30D | -32.3% | +29.5% | -61.9% | -43.2% |
| 3M | -35.6% | +17.5% | -53.2% | -43.3% |
| 6M | -42.1% | +38.1% | -80.2% | -56.0% |
| YTD | +24.1% | +7.0% | +17.1% | +11.1% |
| 1Y | +27.9% | +6.5% | +21.4% | +15.1% |
| 3Y | +409.1% | -5.5% | +414.6% | +404.0% |
| 5Y | -25.9% | -0.4% | -25.6% | -28.9% |
| All | +217.0% | +77.3% | +139.8% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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