+20.9%
HUT vs ROP
+7.0%
+13.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +7.4% |
| 7D | +3.7% | -1.6% | +5.3% | +3.7% |
| 30D | -32.3% | +29.5% | -61.9% | -16.4% |
| 3M | -35.6% | +17.5% | -53.2% | -25.1% |
| 6M | -42.1% | +38.1% | -80.2% | -26.6% |
| YTD | +24.1% | +7.0% | +17.1% | +48.5% |
| All | +20.9% | +7.0% | +13.9% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling