+123.4%
INTC vs HUT
+422.3%
-298.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.2% | -1.7% | +3.9% |
| 7D | +7.1% | +17.8% | -10.7% | +5.5% |
| 30D | -5.2% | +0.8% | -6.1% | -5.5% |
| 3M | -14.3% | -26.8% | +12.5% | -12.3% |
| 6M | +110.2% | +72.6% | +37.6% | +98.7% |
| YTD | +159.6% | +103.6% | +56.0% | +141.1% |
| 1Y | +289.3% | +265.3% | +24.0% | +240.9% |
| 3Y | +166.1% | +689.4% | -523.4% | +106.8% |
| 5Y | +94.4% | +75.3% | +19.0% | +53.4% |
| All | +123.4% | +422.3% | -298.9% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling