+192.7%
HUT vs Z
-44.8%
+237.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -2.4% | +17.0% | +15.7% |
| 7D | -11.4% | -4.6% | -6.8% | -11.7% |
| 30D | -41.0% | +8.3% | -49.4% | -45.7% |
| 3M | -41.9% | -11.6% | -30.3% | -42.2% |
| 6M | -51.7% | -33.6% | -18.0% | -46.0% |
| YTD | +14.6% | -56.7% | +71.3% | +55.0% |
| 1Y | +21.4% | -59.1% | +80.5% | +70.4% |
| 3Y | +359.8% | -20.4% | +380.2% | +350.3% |
| 5Y | -27.5% | -55.3% | +27.8% | -9.6% |
| All | +192.7% | -44.8% | +237.6% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling