+192.7%
HUT vs SNAP
-72.6%
+265.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.6% | +17.1% | +15.5% |
| 7D | -11.4% | -7.1% | -4.2% | -10.0% |
| 30D | -41.0% | -14.6% | -26.4% | -38.2% |
| 3M | -41.9% | -5.0% | -36.9% | -41.9% |
| 6M | -51.7% | -18.8% | -32.8% | -50.1% |
| YTD | +14.6% | -38.5% | +53.1% | +29.5% |
| 1Y | +21.4% | -38.1% | +59.5% | +37.3% |
| 3Y | +359.8% | -53.8% | +413.6% | +433.5% |
| 5Y | -27.5% | -90.7% | +63.2% | +12.0% |
| All | +192.7% | -72.6% | +265.3% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling