+159.2%
HUT vs S
-48.9%
+208.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.0% | +0.3% | +4.2% |
| 7D | +3.7% | +1.6% | +2.1% | +2.7% |
| 30D | -32.3% | -10.5% | -21.9% | -28.4% |
| 3M | -35.6% | +9.9% | -45.5% | -41.1% |
| 6M | -42.1% | +41.8% | -83.9% | -55.4% |
| YTD | +24.1% | +56.8% | -32.7% | -12.7% |
| 1Y | +27.9% | +39.0% | -11.1% | -4.4% |
| 3Y | +409.1% | +53.8% | +355.3% | +246.3% |
| 5Y | -25.9% | -68.6% | +42.6% | -3.9% |
| All | +159.2% | -48.9% | +208.1% | +176.0% |
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