+153.5%
ORCL vs HUT
+194.0%
-40.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.6% | -13.8% | -0.3% |
| 7D | -11.2% | -11.4% | +0.2% | -10.6% |
| 30D | -18.8% | -41.0% | +22.2% | -15.9% |
| 3M | -18.8% | -41.9% | +23.1% | -16.0% |
| 6M | -39.7% | -51.7% | +11.9% | -37.2% |
| YTD | -39.6% | +14.6% | -54.2% | -41.0% |
| 1Y | -51.7% | +21.4% | -73.1% | -53.2% |
| 3Y | +10.2% | +359.8% | -349.6% | -3.3% |
| 5Y | +30.8% | -27.5% | +58.3% | +15.9% |
| All | +153.5% | +194.0% | -40.5% | +84.9% |
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