+467.2%
HUT vs USAR
-20.4%
+487.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.1% | -8.2% | -7.3% |
| 7D | +9.3% | -0.8% | +10.1% | +9.5% |
| 30D | -23.1% | -20.9% | -2.2% | -19.4% |
| 3M | -30.6% | -56.2% | +25.6% | -19.9% |
| 6M | -46.9% | -67.9% | +21.0% | -36.0% |
| YTD | +25.3% | -31.4% | +56.7% | +39.6% |
| 1Y | +59.8% | -45.1% | +104.9% | +81.1% |
| 3Y | +467.2% | -20.3% | +487.5% | +360.0% |
| All | +467.2% | -20.4% | +487.6% | +360.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling