+792.3%
HUT vs UL
+24.1%
+768.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.2% |
| 7D | +28.3% | -1.3% | +29.6% | +28.0% |
| 30D | +12.3% | +0.9% | +11.4% | +12.6% |
| 3M | -16.8% | +14.2% | -31.0% | -16.5% |
| 6M | +111.4% | -3.2% | +114.6% | +110.8% |
| YTD | +116.6% | -0.3% | +116.9% | +117.9% |
| 1Y | +290.5% | -8.8% | +299.2% | +290.3% |
| 3Y | +792.3% | +23.9% | +768.4% | +536.8% |
| All | +792.3% | +24.1% | +768.2% | +536.8% |
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