+433.3%
HUT vs ROP
+46.4%
+387.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.2% | -2.8% |
| 7D | +18.9% | -6.1% | +25.0% | +23.2% |
| 30D | +12.0% | -3.4% | +15.3% | +13.6% |
| 3M | -14.9% | +16.7% | -31.5% | -26.4% |
| 6M | +96.8% | +8.1% | +88.7% | +77.0% |
| YTD | +108.8% | -11.7% | +120.5% | +114.8% |
| 1Y | +227.4% | -24.2% | +251.6% | +280.7% |
| 3Y | +760.3% | -19.0% | +779.2% | +850.5% |
| 5Y | +86.1% | -15.9% | +101.9% | +102.4% |
| All | +433.3% | +46.4% | +387.0% | +334.6% |
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