+239.5%
HUT vs ROST
+246.0%
-6.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.6% | +6.9% |
| 7D | +24.8% | -1.8% | +26.6% | +26.3% |
| 30D | -28.4% | +6.8% | -35.2% | -32.7% |
| 3M | -31.2% | -4.0% | -27.2% | -31.1% |
| 6M | -40.2% | +12.9% | -53.1% | -47.7% |
| YTD | +32.9% | +34.7% | -1.8% | +4.6% |
| 1Y | +39.1% | +49.5% | -10.4% | +1.3% |
| 3Y | +462.8% | +101.5% | +361.3% | +239.3% |
| 5Y | -13.9% | +120.7% | -134.6% | -51.6% |
| All | +239.5% | +246.0% | -6.5% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling