+220.1%
HUT vs XYZ
+66.8%
+153.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.8% | -9.9% | -8.8% |
| 7D | +9.3% | -1.1% | +10.4% | +9.8% |
| 30D | -23.1% | +11.5% | -34.6% | -31.3% |
| 3M | -30.6% | +1.8% | -32.4% | -34.5% |
| 6M | -46.9% | +21.2% | -68.1% | -55.9% |
| YTD | +25.3% | +29.9% | -4.6% | -2.0% |
| 1Y | +59.8% | +35.8% | +24.1% | +21.5% |
| 3Y | +467.2% | +62.6% | +404.6% | +286.3% |
| 5Y | -24.6% | -62.8% | +38.1% | +10.7% |
| All | +220.1% | +66.8% | +153.3% | +250.7% |
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