-33.8%
HUT vs ROP
+1.4%
-35.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.9% | +17.5% | +15.9% |
| 7D | -11.4% | +2.1% | -13.5% | -13.2% |
| 30D | -41.0% | +32.9% | -74.0% | -51.1% |
| 3M | -41.9% | +20.3% | -62.2% | -49.2% |
| 6M | -51.7% | +36.8% | -88.4% | -63.5% |
| YTD | +14.6% | +8.1% | +6.5% | +6.6% |
| 1Y | +21.4% | +8.3% | +13.1% | +12.9% |
| 3Y | +359.8% | -3.2% | +363.1% | +364.6% |
| All | -33.8% | +1.4% | -35.1% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling