+62.7%
NOK vs HUT
+221.4%
-158.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.1% | +4.6% | -2.1% |
| 7D | +5.4% | +9.3% | -4.0% | +4.7% |
| 30D | -14.1% | -23.1% | +9.0% | -12.8% |
| 3M | -23.6% | -30.6% | +7.0% | -22.0% |
| 6M | -45.1% | -46.9% | +1.7% | -43.2% |
| YTD | +24.7% | +25.3% | -0.6% | +22.1% |
| 1Y | +19.0% | +59.8% | -40.8% | +14.7% |
| 3Y | +147.0% | +467.2% | -320.2% | +112.6% |
| 5Y | +58.2% | -24.6% | +82.8% | +38.1% |
| All | +62.7% | +221.4% | -158.7% | +18.6% |
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