+215.7%
HUT vs Z
-45.9%
+261.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +2.0% |
| 7D | -10.9% | -6.5% | -4.5% | -10.0% |
| 30D | -32.6% | -0.1% | -32.5% | -35.2% |
| 3M | -33.7% | -14.1% | -19.6% | -33.2% |
| 6M | -42.3% | -30.1% | -12.3% | -37.3% |
| YTD | +23.6% | -57.5% | +81.1% | +68.6% |
| 1Y | +20.4% | -60.3% | +80.7% | +71.3% |
| 3Y | +423.2% | -21.0% | +444.3% | +414.4% |
| 5Y | -19.4% | -54.9% | +35.5% | +0.3% |
| All | +215.7% | -45.9% | +261.6% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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