+352.2%
HUT vs S
-57.8%
+410.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.6% | +7.5% |
| 7D | +28.3% | -5.8% | +34.1% | +32.0% |
| 30D | +12.3% | -9.2% | +21.5% | +15.6% |
| 3M | -16.8% | +23.4% | -40.2% | -29.3% |
| 6M | +111.4% | +36.9% | +74.4% | +63.5% |
| YTD | +116.6% | +29.5% | +87.0% | +71.3% |
| 1Y | +290.5% | +5.4% | +285.0% | +245.1% |
| 3Y | +792.3% | +14.7% | +777.6% | +620.2% |
| 5Y | +94.1% | -71.5% | +165.7% | +185.0% |
| All | +352.2% | -57.8% | +410.0% | +441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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