+215.7%
HUT vs ROST
+242.7%
-27.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -1.0% |
| 7D | -10.9% | +3.2% | -14.1% | -14.0% |
| 30D | -32.6% | +7.4% | -40.1% | -37.0% |
| 3M | -33.7% | -6.1% | -27.7% | -32.7% |
| 6M | -42.3% | +6.2% | -48.6% | -47.5% |
| YTD | +23.6% | +33.4% | -9.9% | -2.2% |
| 1Y | +20.4% | +48.8% | -28.4% | -12.1% |
| 3Y | +423.2% | +99.5% | +323.7% | +217.3% |
| 5Y | -19.4% | +112.7% | -132.1% | -53.8% |
| All | +215.7% | +242.7% | -27.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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