+169.3%
ON vs HUT
+405.9%
-236.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.3% |
| 7D | -4.7% | +2.8% | -7.6% | -5.2% |
| 30D | -13.5% | +2.1% | -15.5% | -14.1% |
| 3M | -36.3% | -14.3% | -22.0% | -35.8% |
| 6M | +17.8% | +84.2% | -66.5% | +5.5% |
| YTD | +29.6% | +97.2% | -67.6% | +13.5% |
| 1Y | +45.8% | +192.7% | -146.9% | +17.9% |
| 3Y | -28.3% | +712.6% | -740.9% | -55.6% |
| 5Y | +49.6% | +85.5% | -35.8% | -0.3% |
| All | +169.3% | +405.9% | -236.6% | +9.8% |
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