+94.1%
HUT vs ROST
+110.7%
-16.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.9% |
| 7D | +28.3% | 0.0% | +28.2% | +28.2% |
| 30D | +12.3% | -10.2% | +22.5% | +22.2% |
| 3M | -16.8% | +1.0% | -17.8% | -20.2% |
| 6M | +111.4% | +8.7% | +102.6% | +88.0% |
| YTD | +116.6% | +27.8% | +88.7% | +67.1% |
| 1Y | +290.5% | +52.7% | +237.8% | +153.8% |
| 3Y | +792.3% | +97.5% | +694.8% | +355.5% |
| 5Y | +94.1% | +111.6% | -17.4% | -18.0% |
| All | +94.1% | +110.7% | -16.5% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling