+420.1%
HUT vs XYZ
+63.2%
+357.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.7% |
| 7D | +17.8% | -1.0% | +18.8% | +18.4% |
| 30D | +0.8% | -1.7% | +2.6% | +1.0% |
| 3M | -26.8% | +16.7% | -43.5% | -34.8% |
| 6M | +72.6% | +26.9% | +45.7% | +45.1% |
| YTD | +103.6% | +27.1% | +76.5% | +68.7% |
| 1Y | +265.3% | +9.3% | +256.0% | +235.7% |
| 3Y | +689.4% | +42.3% | +647.1% | +502.5% |
| 5Y | +75.3% | -69.3% | +144.7% | +194.5% |
| All | +420.1% | +63.2% | +357.0% | +503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling