+325.2%
HUT vs S
-56.8%
+382.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.0% |
| 7D | +17.8% | -7.7% | +25.5% | +22.4% |
| 30D | +0.8% | -5.3% | +6.2% | +1.6% |
| 3M | -26.8% | +20.3% | -47.0% | -36.7% |
| 6M | +72.6% | +47.4% | +25.2% | +27.9% |
| YTD | +103.6% | +32.5% | +71.1% | +59.3% |
| 1Y | +265.3% | +9.5% | +255.7% | +216.2% |
| 3Y | +689.4% | +15.5% | +673.9% | +534.5% |
| 5Y | +75.3% | -71.2% | +146.5% | +155.2% |
| All | +325.2% | -56.8% | +382.0% | +403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling