+239.5%
HUT vs SNAP
-70.5%
+310.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.8% | +0.8% | +5.2% |
| 7D | +24.8% | -9.8% | +34.6% | +29.0% |
| 30D | -28.4% | -18.2% | -10.1% | -23.7% |
| 3M | -31.2% | -3.1% | -28.1% | -31.6% |
| 6M | -40.2% | -7.1% | -33.1% | -41.1% |
| YTD | +32.9% | -33.8% | +66.7% | +46.5% |
| 1Y | +39.1% | -39.0% | +78.1% | +58.3% |
| 3Y | +462.8% | -52.8% | +515.6% | +548.6% |
| 5Y | -13.9% | -90.0% | +76.1% | +29.7% |
| All | +239.5% | -70.5% | +310.0% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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