+173.7%
ORCL vs HUT
+221.4%
-47.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.1% | +5.7% | -0.8% |
| 7D | +8.0% | +9.3% | -1.4% | +7.2% |
| 30D | -4.0% | -23.1% | +19.1% | -2.4% |
| 3M | -19.5% | -30.6% | +11.1% | -17.7% |
| 6M | -33.5% | -46.9% | +13.4% | -31.1% |
| YTD | -34.8% | +25.3% | -60.1% | -36.7% |
| 1Y | -41.6% | +59.8% | -101.4% | -44.3% |
| 3Y | +13.8% | +467.2% | -453.4% | -1.4% |
| 5Y | +43.4% | -24.6% | +68.0% | +26.3% |
| All | +173.7% | +221.4% | -47.8% | +98.3% |
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