+453.2%
HUT vs Z
-39.6%
+492.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.4% | +12.8% | +9.4% |
| 7D | +28.3% | -3.3% | +31.5% | +29.9% |
| 30D | +12.3% | -3.7% | +16.0% | +12.4% |
| 3M | -16.8% | -7.0% | -9.8% | -17.4% |
| 6M | +111.4% | -29.5% | +140.9% | +140.2% |
| YTD | +116.6% | -52.6% | +169.1% | +193.8% |
| 1Y | +290.5% | -64.0% | +354.5% | +505.2% |
| 3Y | +792.3% | -36.4% | +828.7% | +915.9% |
| 5Y | +94.1% | -65.8% | +159.9% | +165.1% |
| All | +453.2% | -39.6% | +492.8% | +494.5% |
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