+448.2%
HUT vs UL
+37.9%
+410.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.5% |
| 7D | +5.4% | -3.4% | +8.8% | +7.1% |
| 30D | +8.6% | +0.5% | +8.1% | +8.0% |
| 3M | -15.2% | +7.2% | -22.5% | -19.6% |
| 6M | +92.9% | -3.1% | +95.9% | +92.3% |
| YTD | +114.6% | -2.7% | +117.3% | +112.5% |
| 1Y | +208.5% | -10.2% | +218.7% | +217.9% |
| 3Y | +821.5% | +20.3% | +801.2% | +653.0% |
| 5Y | +101.8% | +19.9% | +81.9% | +62.8% |
| All | +448.2% | +37.9% | +410.4% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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