+197.8%
HUT vs USAR
-13.4%
+211.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.5% | +1.8% | +7.1% |
| 7D | +3.7% | -1.1% | +4.7% | +4.2% |
| 30D | -32.3% | -30.3% | -2.1% | -27.6% |
| 3M | -35.6% | -54.7% | +19.0% | -26.2% |
| 6M | -42.1% | -67.5% | +25.4% | -30.5% |
| YTD | +24.1% | -26.4% | +50.5% | +36.5% |
| 1Y | +27.9% | -49.5% | +77.4% | +44.2% |
| 3Y | +409.1% | -14.5% | +423.6% | +426.6% |
| All | +197.8% | -13.4% | +211.2% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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