+147.7%
INTC vs HUT
+435.6%
-287.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.0% |
| 7D | +18.0% | +18.9% | -0.9% | +16.1% |
| 30D | +8.9% | +12.0% | -3.0% | +7.6% |
| 3M | -1.6% | -14.9% | +13.3% | -0.6% |
| 6M | +133.1% | +96.8% | +36.3% | +118.1% |
| YTD | +187.9% | +108.8% | +79.1% | +166.8% |
| 1Y | +334.7% | +227.4% | +107.3% | +284.1% |
| 3Y | +184.2% | +760.3% | -576.1% | +119.5% |
| 5Y | +116.0% | +86.1% | +29.9% | +69.9% |
| All | +147.7% | +435.6% | -287.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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