+181.7%
HUT vs S
-51.5%
+233.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +4.7% |
| 7D | +34.9% | +4.1% | +30.8% | +32.2% |
| 30D | -25.9% | -7.2% | -18.7% | -23.0% |
| 3M | -31.7% | 0.0% | -31.7% | -34.3% |
| 6M | -42.2% | +41.6% | -83.9% | -55.6% |
| YTD | +34.9% | +48.6% | -13.7% | -2.6% |
| 1Y | +48.5% | +30.0% | +18.5% | +14.7% |
| 3Y | +471.2% | +42.2% | +429.0% | +304.8% |
| 5Y | -18.9% | -70.8% | +51.9% | +8.4% |
| All | +181.7% | -51.5% | +233.2% | +207.8% |
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