+359.8%
HUT vs URA
+36.0%
+323.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +4.4% | +10.2% | +10.0% |
| 7D | -11.4% | -4.1% | -7.2% | -6.6% |
| 30D | -41.0% | -19.0% | -22.0% | -25.1% |
| 3M | -41.9% | -25.1% | -16.8% | -20.8% |
| 6M | -51.7% | -44.5% | -7.2% | -11.0% |
| YTD | +14.6% | -24.3% | +38.9% | +66.2% |
| 1Y | +21.4% | -28.1% | +49.5% | +86.7% |
| 3Y | +359.8% | +40.7% | +319.2% | +391.8% |
| All | +359.8% | +36.0% | +323.9% | +391.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling