+255.3%
META vs HUT
+221.4%
+33.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.1% | +10.0% | +3.5% |
| 7D | +5.2% | +9.3% | -4.2% | +4.3% |
| 30D | -13.0% | -23.1% | +10.1% | -11.6% |
| 3M | +7.9% | -30.6% | +38.5% | +10.1% |
| 6M | +4.2% | -46.9% | +51.1% | +7.4% |
| YTD | -2.5% | +25.3% | -27.9% | -8.8% |
| 1Y | +5.6% | +59.8% | -54.3% | -4.1% |
| 3Y | +96.8% | +467.2% | -370.4% | +47.0% |
| 5Y | +90.0% | -24.6% | +114.7% | +48.0% |
| All | +255.3% | +221.4% | +33.8% | +115.8% |
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