+187.9%
NOW vs HUT
+217.0%
-29.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | -8.7% | -10.9% | +2.2% | -8.3% |
| 30D | -29.3% | -32.6% | +3.3% | -27.6% |
| 3M | -21.8% | -33.7% | +11.9% | -20.3% |
| 6M | +9.2% | -42.3% | +51.6% | +11.1% |
| YTD | -35.0% | +23.6% | -58.6% | -39.2% |
| 1Y | -42.5% | +20.4% | -62.9% | -46.4% |
| 3Y | -21.5% | +423.2% | -444.8% | -40.8% |
| 5Y | -25.8% | -19.4% | -6.3% | -41.6% |
| All | +187.9% | +217.0% | -29.1% | +72.9% |
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