+239.5%
HUT vs USFR
+26.3%
+213.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +24.8% | +0.1% | +24.7% | +24.5% |
| 30D | -28.4% | +0.4% | -28.7% | -29.0% |
| 3M | -31.2% | +1.1% | -32.3% | -32.8% |
| 6M | -40.2% | +2.1% | -42.3% | -42.9% |
| YTD | +32.9% | +3.4% | +29.5% | +22.0% |
| 1Y | +39.1% | +4.1% | +35.0% | +25.2% |
| 3Y | +462.8% | +14.4% | +448.4% | +320.0% |
| 5Y | -13.9% | +21.4% | -35.3% | -46.7% |
| All | +239.5% | +26.3% | +213.2% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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