+3,653.4%
NVDA vs HUT
+435.6%
+3,217.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.4% |
| 7D | -0.3% | +18.9% | -19.2% | -2.7% |
| 30D | +2.8% | +12.0% | -9.2% | +1.0% |
| 3M | +7.4% | -14.9% | +22.3% | +8.2% |
| 6M | +22.6% | +96.8% | -74.2% | +9.1% |
| YTD | +20.1% | +108.8% | -88.7% | +4.8% |
| 1Y | +31.2% | +227.4% | -196.2% | +5.5% |
| 3Y | +391.7% | +760.3% | -368.5% | +217.7% |
| 5Y | +911.9% | +86.1% | +825.8% | +586.2% |
| All | +3,653.4% | +435.6% | +3,217.8% | +1,714.0% |
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