+420.1%
HUT vs Z
-35.4%
+455.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +7.2% |
| 7D | +17.8% | -3.0% | +20.8% | +19.5% |
| 30D | +0.8% | -4.2% | +5.0% | +1.4% |
| 3M | -26.8% | -3.7% | -23.1% | -28.1% |
| 6M | +72.6% | -24.5% | +97.1% | +90.5% |
| YTD | +103.6% | -49.3% | +152.9% | +168.6% |
| 1Y | +265.3% | -58.7% | +323.9% | +430.5% |
| 3Y | +689.4% | -34.1% | +723.5% | +787.2% |
| 5Y | +75.3% | -64.5% | +139.9% | +135.2% |
| All | +420.1% | -35.4% | +455.6% | +443.5% |
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 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