+403.8%
HUT vs XYZ
+55.9%
+347.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | +2.8% | -5.2% | +8.0% | +6.2% |
| 30D | +2.1% | 0.0% | +2.1% | +1.0% |
| 3M | -14.3% | +18.7% | -32.9% | -24.9% |
| 6M | +84.2% | +20.5% | +63.7% | +60.0% |
| YTD | +97.2% | +21.5% | +75.7% | +67.9% |
| 1Y | +192.7% | +7.2% | +185.5% | +172.2% |
| 3Y | +712.6% | +49.0% | +663.6% | +503.9% |
| 5Y | +85.5% | -68.1% | +153.6% | +208.2% |
| All | +403.8% | +55.9% | +347.9% | +500.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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