+420.1%
HUT vs ROP
+52.7%
+367.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.8% | +8.4% |
| 7D | +17.8% | -4.4% | +22.2% | +20.9% |
| 30D | +0.8% | +3.2% | -2.4% | -1.6% |
| 3M | -26.8% | +23.1% | -49.8% | -38.7% |
| 6M | +72.6% | +13.3% | +59.3% | +50.7% |
| YTD | +103.6% | -7.9% | +111.5% | +104.5% |
| 1Y | +265.3% | -22.1% | +287.3% | +319.1% |
| 3Y | +689.4% | -16.8% | +706.2% | +762.7% |
| 5Y | +75.3% | -13.5% | +88.9% | +87.9% |
| All | +420.1% | +52.7% | +367.4% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling