+2,737.3%
NVDA vs HUT
+217.0%
+2,520.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.4% |
| 7D | -18.3% | -10.9% | -7.3% | -17.4% |
| 30D | -26.3% | -32.6% | +6.3% | -23.1% |
| 3M | -22.3% | -33.7% | +11.4% | -19.2% |
| 6M | -21.3% | -42.3% | +21.0% | -17.7% |
| YTD | -9.2% | +23.6% | -32.8% | -16.1% |
| 1Y | -14.9% | +20.4% | -35.3% | -22.1% |
| 3Y | +250.5% | +423.2% | -172.8% | +140.0% |
| 5Y | +475.8% | -19.4% | +495.2% | +323.3% |
| All | +2,737.3% | +217.0% | +2,520.3% | +1,352.5% |
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