+237.8%
META vs HUT
+194.0%
+43.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.6% | -13.7% | -0.4% |
| 7D | -0.8% | -11.4% | +10.6% | -0.3% |
| 30D | -15.4% | -41.0% | +25.6% | -12.1% |
| 3M | +3.5% | -41.9% | +45.4% | +7.2% |
| 6M | -0.3% | -51.7% | +51.4% | +3.6% |
| YTD | -7.3% | +14.6% | -21.9% | -12.5% |
| 1Y | -1.1% | +21.4% | -22.5% | -7.9% |
| 3Y | +95.1% | +359.8% | -264.8% | +48.4% |
| 5Y | +80.6% | -27.5% | +108.1% | +41.6% |
| All | +237.8% | +194.0% | +43.9% | +107.0% |
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