+124.4%
NOK vs HUT
+450.5%
-326.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.8% | -4.0% | +4.3% |
| 7D | +11.0% | +5.4% | +5.6% | +10.6% |
| 30D | +7.8% | +8.6% | -0.8% | +7.2% |
| 3M | -21.0% | -15.2% | -5.8% | -20.6% |
| 6M | +40.9% | +92.9% | -52.0% | +35.0% |
| YTD | +72.0% | +114.6% | -42.6% | +63.1% |
| 1Y | +140.9% | +208.5% | -67.6% | +122.5% |
| 3Y | +194.3% | +821.5% | -627.2% | +145.3% |
| 5Y | +112.5% | +101.8% | +10.7% | +77.9% |
| All | +124.4% | +450.5% | -326.1% | +58.4% |
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