+45.7%
INTC vs HUT
+240.9%
-195.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.6% | 0.0% | +6.8% |
| 7D | +7.3% | +24.8% | -17.5% | +5.0% |
| 30D | -38.3% | -28.4% | -10.0% | -36.3% |
| 3M | -36.0% | -31.2% | -4.8% | -33.9% |
| 6M | -51.7% | -40.2% | -11.5% | -49.6% |
| YTD | +69.4% | +32.9% | +36.5% | +63.7% |
| 1Y | +65.0% | +39.1% | +25.9% | +57.8% |
| 3Y | +63.0% | +462.8% | -399.8% | +31.5% |
| 5Y | +33.4% | -13.9% | +47.2% | +11.3% |
| All | +45.7% | +240.9% | -195.2% | -8.8% |
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