+419.5%
HUT vs USAR
+74.5%
+345.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.3% |
| 7D | +28.3% | +2.3% | +25.9% | +27.8% |
| 30D | +12.3% | -8.6% | +20.9% | +13.6% |
| 3M | -16.8% | -20.5% | +3.7% | -14.4% |
| 6M | +111.4% | +1.2% | +110.2% | +111.3% |
| YTD | +116.6% | +48.4% | +68.2% | +110.1% |
| 1Y | +290.5% | +30.6% | +259.8% | +289.9% |
| 3Y | +792.3% | +73.6% | +718.6% | +702.5% |
| All | +419.5% | +74.5% | +345.0% | +406.4% |
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