+2,635.8%
NVDA vs HUT
+221.4%
+2,414.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.1% | +5.1% | -1.1% |
| 7D | -12.7% | +9.3% | -22.1% | -13.9% |
| 30D | -26.4% | -23.1% | -3.3% | -24.5% |
| 3M | -27.6% | -30.6% | +3.0% | -25.2% |
| 6M | -27.7% | -46.9% | +19.1% | -23.6% |
| YTD | -12.5% | +25.3% | -37.8% | -19.3% |
| 1Y | -12.6% | +59.8% | -72.5% | -22.9% |
| 3Y | +235.9% | +467.2% | -231.2% | +127.7% |
| 5Y | +438.2% | -24.6% | +462.9% | +296.6% |
| All | +2,635.8% | +221.4% | +2,414.4% | +1,297.3% |
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