+239.5%
HUT vs XYZ
+69.0%
+170.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.5% |
| 7D | +24.8% | -2.2% | +26.9% | +26.8% |
| 30D | -28.4% | +11.6% | -40.0% | -35.8% |
| 3M | -31.2% | +8.4% | -39.6% | -37.8% |
| 6M | -40.2% | +17.2% | -57.4% | -49.2% |
| YTD | +32.9% | +31.7% | +1.2% | +3.4% |
| 1Y | +39.1% | +30.1% | +9.0% | +9.4% |
| 3Y | +462.8% | +66.4% | +396.3% | +278.8% |
| 5Y | -13.9% | -62.2% | +48.3% | +25.7% |
| All | +239.5% | +69.0% | +170.5% | +269.9% |
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