+255.1%
META vs HUT
+217.0%
+38.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +3.3% | -10.9% | +14.2% | +3.9% |
| 30D | -10.8% | -32.6% | +21.9% | -8.3% |
| 3M | +7.9% | -33.7% | +41.6% | +10.5% |
| 6M | +5.4% | -42.3% | +47.7% | +7.9% |
| YTD | -2.6% | +23.6% | -26.2% | -8.6% |
| 1Y | +1.9% | +20.4% | -18.5% | -5.1% |
| 3Y | +97.0% | +423.2% | -326.3% | +48.2% |
| 5Y | +97.6% | -19.4% | +117.1% | +53.8% |
| All | +255.1% | +217.0% | +38.2% | +116.2% |
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