+192.7%
HUT vs URA
+206.4%
-13.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +4.4% | +10.2% | +10.4% |
| 7D | -11.4% | -4.1% | -7.2% | -7.0% |
| 30D | -41.0% | -19.0% | -22.0% | -26.5% |
| 3M | -41.9% | -25.1% | -16.8% | -22.7% |
| 6M | -51.7% | -44.5% | -7.2% | -14.9% |
| YTD | +14.6% | -24.3% | +38.9% | +60.7% |
| 1Y | +21.4% | -28.1% | +49.5% | +80.5% |
| 3Y | +359.8% | +40.7% | +319.2% | +272.6% |
| 5Y | -27.5% | +35.5% | -62.9% | -38.7% |
| All | +192.7% | +206.4% | -13.6% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling