-33.8%
HUT vs S
-67.4%
+33.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.6% | +12.9% | +13.7% |
| 7D | -11.4% | -13.4% | +2.1% | -4.4% |
| 30D | -41.0% | -14.0% | -27.1% | -36.1% |
| 3M | -41.9% | +4.9% | -46.8% | -45.9% |
| 6M | -51.7% | +42.0% | -93.7% | -63.7% |
| YTD | +14.6% | +45.1% | -30.5% | -17.6% |
| 1Y | +21.4% | +33.1% | -11.7% | -9.0% |
| 3Y | +359.8% | +40.6% | +319.2% | +218.1% |
| All | -33.8% | -67.4% | +33.6% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling