+223.6%
HUT vs USAR
-20.3%
+243.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | +34.9% | +8.8% | +26.1% | +32.9% |
| 30D | -25.9% | -28.5% | +2.6% | -20.9% |
| 3M | -31.7% | -56.2% | +24.4% | -21.2% |
| 6M | -42.2% | -68.4% | +26.2% | -30.2% |
| YTD | +34.9% | -32.2% | +67.1% | +50.6% |
| 1Y | +48.5% | -52.3% | +100.8% | +69.8% |
| 3Y | +471.2% | -21.2% | +492.4% | +499.6% |
| All | +223.6% | -20.3% | +243.9% | +263.0% |
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