+1,381.0%
NET vs HUT
+485.8%
+895.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.2% | +20.7% | +1.3% |
| 7D | -16.4% | -29.5% | +13.2% | -11.9% |
| 30D | -25.8% | -45.2% | +19.3% | -18.9% |
| 3M | -11.5% | -51.6% | +40.1% | -2.5% |
| 6M | +18.9% | -37.3% | +56.2% | +22.1% |
| YTD | +35.2% | +6.5% | +28.7% | +23.4% |
| 1Y | +14.5% | +1.7% | +12.7% | +3.7% |
| 3Y | +313.8% | +314.7% | -0.9% | +148.0% |
| 5Y | +32.6% | -33.4% | +66.0% | -11.3% |
| All | +1,381.0% | +485.8% | +895.2% | +618.2% |
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 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