+66.9%
NOK vs HUT
+246.0%
-179.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +11.0% | +34.9% | -23.9% | +8.7% |
| 30D | -16.0% | -25.9% | +9.9% | -14.6% |
| 3M | -19.8% | -31.7% | +12.0% | -18.1% |
| 6M | -37.1% | -42.2% | +5.1% | -35.3% |
| YTD | +28.0% | +34.9% | -6.9% | +24.7% |
| 1Y | +17.9% | +48.5% | -30.6% | +13.9% |
| 3Y | +152.7% | +471.2% | -318.5% | +117.1% |
| 5Y | +62.3% | -18.9% | +81.2% | +41.0% |
| All | +66.9% | +246.0% | -179.1% | +21.1% |
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