+220.1%
HUT vs URA
+201.6%
+18.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.6% | -5.5% | -5.6% |
| 7D | +9.3% | -1.5% | +10.9% | +11.0% |
| 30D | -23.1% | -10.4% | -12.7% | -13.2% |
| 3M | -30.6% | -29.6% | -1.0% | -2.0% |
| 6M | -46.9% | -40.3% | -6.6% | -12.1% |
| YTD | +25.3% | -25.5% | +50.8% | +78.3% |
| 1Y | +59.8% | -26.4% | +86.3% | +131.9% |
| 3Y | +467.2% | +31.4% | +435.8% | +389.4% |
| 5Y | -24.6% | +28.6% | -53.2% | -34.1% |
| All | +220.1% | +201.6% | +18.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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