+433.3%
HUT vs ROST
+223.1%
+210.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.4% |
| 7D | +18.9% | -2.2% | +21.1% | +20.7% |
| 30D | +12.0% | -11.4% | +23.4% | +20.6% |
| 3M | -14.9% | -1.6% | -13.2% | -15.7% |
| 6M | +96.8% | +6.8% | +90.0% | +83.4% |
| YTD | +108.8% | +25.8% | +83.0% | +75.3% |
| 1Y | +227.4% | +52.4% | +175.0% | +140.8% |
| 3Y | +760.3% | +94.4% | +665.9% | +443.6% |
| 5Y | +86.1% | +108.2% | -22.1% | +10.8% |
| All | +433.3% | +223.1% | +210.2% | +189.5% |
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