+8.1%
ORCL vs HUT
+398.0%
-389.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.5% | -10.9% | +4.4% | -5.4% |
| 30D | -16.6% | -32.6% | +16.1% | -11.9% |
| 3M | -21.6% | -33.7% | +12.1% | -17.6% |
| 6M | -39.4% | -42.3% | +3.0% | -35.6% |
| YTD | -38.7% | +23.6% | -62.2% | -42.6% |
| 1Y | -50.4% | +20.4% | -70.7% | -53.9% |
| 3Y | +8.1% | +423.2% | -415.1% | -16.9% |
| All | +8.1% | +398.0% | -389.9% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling