+182.9%
ON vs HUT
+246.0%
-63.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | +17.0% | +34.9% | -17.9% | +11.8% |
| 30D | -3.9% | -25.9% | +22.0% | -0.3% |
| 3M | -11.5% | -31.7% | +20.2% | -7.8% |
| 6M | -29.2% | -42.2% | +13.1% | -25.1% |
| YTD | +36.2% | +34.9% | +1.3% | +24.7% |
| 1Y | +49.6% | +48.5% | +1.1% | +33.5% |
| 3Y | +9.4% | +471.2% | -461.8% | -28.9% |
| 5Y | +25.8% | -18.9% | +44.7% | -7.3% |
| All | +182.9% | +246.0% | -63.1% | +20.7% |
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