+792.3%
HUT vs USFR
+14.0%
+778.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.3% | +6.5% |
| 7D | +28.3% | +0.1% | +28.2% | +28.5% |
| 30D | +12.3% | +0.3% | +12.0% | +13.3% |
| 3M | -16.8% | +1.0% | -17.8% | -14.5% |
| 6M | +111.4% | +1.9% | +109.4% | +117.6% |
| YTD | +116.6% | +2.7% | +113.9% | +117.5% |
| 1Y | +290.5% | +4.0% | +286.4% | +279.3% |
| 3Y | +792.3% | +14.0% | +778.3% | +1,054.5% |
| All | +792.3% | +14.0% | +778.3% | +1,054.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling