+420.1%
HUT vs URA
+336.4%
+83.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.5% |
| 7D | +17.8% | +1.1% | +16.7% | +16.8% |
| 30D | +0.8% | +7.4% | -6.5% | -6.1% |
| 3M | -26.8% | -8.4% | -18.4% | -20.2% |
| 6M | +72.6% | -12.7% | +85.3% | +100.3% |
| YTD | +103.6% | +7.8% | +95.8% | +101.2% |
| 1Y | +265.3% | +19.5% | +245.8% | +233.4% |
| 3Y | +689.4% | +116.4% | +573.0% | +318.2% |
| 5Y | +75.3% | +134.3% | -58.9% | -11.9% |
| All | +420.1% | +336.4% | +83.8% | +31.1% |
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