+403.8%
HUT vs ZBRA
+137.5%
+266.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | +2.8% | -3.8% | +6.6% | +5.3% |
| 30D | +2.1% | -10.2% | +12.2% | +9.1% |
| 3M | -14.3% | +58.7% | -73.0% | -42.0% |
| 6M | +84.2% | +61.9% | +22.3% | +23.2% |
| YTD | +97.2% | +41.7% | +55.5% | +41.9% |
| 1Y | +192.7% | +12.4% | +180.4% | +147.6% |
| 3Y | +712.6% | +34.2% | +678.4% | +510.7% |
| 5Y | +85.5% | -40.8% | +126.2% | +124.4% |
| All | +403.8% | +137.5% | +266.2% | +404.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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