+66.3%
NOK vs HUT
+217.0%
-150.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -2.7% | -10.9% | +8.2% | -2.2% |
| 30D | -20.4% | -32.6% | +12.3% | -18.5% |
| 3M | -9.6% | -33.7% | +24.1% | -7.5% |
| 6M | -35.6% | -42.3% | +6.7% | -33.7% |
| YTD | +27.5% | +23.6% | +3.9% | +25.0% |
| 1Y | +18.4% | +20.4% | -2.0% | +15.7% |
| 3Y | +151.8% | +423.2% | -271.4% | +117.6% |
| 5Y | +61.1% | -19.4% | +80.5% | +40.7% |
| All | +66.3% | +217.0% | -150.6% | +21.4% |
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 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