+14.5%
NU vs HUT
+28.0%
-13.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.3% |
| 7D | +0.8% | +34.9% | -34.1% | -5.2% |
| 30D | -24.1% | -25.9% | +1.8% | -21.1% |
| 3M | -12.8% | -31.7% | +19.0% | -8.9% |
| 6M | -10.9% | -42.2% | +31.4% | -6.0% |
| YTD | -29.3% | +34.9% | -64.2% | -40.4% |
| 1Y | -26.9% | +48.5% | -75.4% | -40.9% |
| 3Y | +38.8% | +471.2% | -432.3% | -37.1% |
| All | +14.5% | +28.0% | -13.5% | -18.5% |
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