+510.6%
HUT vs UL
+34.6%
+476.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.7% |
| 7D | +34.9% | -2.5% | +37.4% | +33.6% |
| 30D | -25.9% | +5.7% | -31.5% | -24.0% |
| 3M | -31.7% | +7.0% | -38.7% | -29.7% |
| 6M | -42.2% | +16.1% | -58.3% | -40.2% |
| YTD | +34.9% | +3.6% | +31.3% | +39.0% |
| 1Y | +48.5% | -1.4% | +49.9% | +51.6% |
| All | +510.6% | +34.6% | +476.0% | +393.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling