+420.1%
HUT vs ROST
+230.2%
+189.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.5% |
| 7D | +17.8% | +0.9% | +16.8% | +17.1% |
| 30D | +0.8% | -8.9% | +9.7% | +6.5% |
| 3M | -26.8% | -0.8% | -26.0% | -27.9% |
| 6M | +72.6% | +8.5% | +64.1% | +59.3% |
| YTD | +103.6% | +28.6% | +75.0% | +68.4% |
| 1Y | +265.3% | +52.3% | +212.9% | +168.4% |
| 3Y | +689.4% | +94.8% | +594.6% | +397.7% |
| 5Y | +75.3% | +110.8% | -35.4% | +3.4% |
| All | +420.1% | +230.2% | +189.9% | +178.2% |
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