+167.1%
ON vs HUT
+217.0%
-49.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | -4.1% | -10.9% | +6.8% | -2.9% |
| 30D | -10.2% | -32.6% | +22.4% | -5.6% |
| 3M | -12.7% | -33.7% | +21.0% | -8.7% |
| 6M | -32.5% | -42.3% | +9.8% | -28.6% |
| YTD | +28.6% | +23.6% | +5.0% | +19.3% |
| 1Y | +43.4% | +20.4% | +23.1% | +31.8% |
| 3Y | +3.3% | +423.2% | -419.9% | -32.0% |
| 5Y | +22.5% | -19.4% | +41.9% | -9.4% |
| All | +167.1% | +217.0% | -49.9% | +15.5% |
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