+29.8%
ORCL vs HUT
-38.2%
+68.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.1% | -0.8% | -6.1% |
| 7D | -17.5% | -30.8% | +13.4% | -13.7% |
| 30D | -20.2% | -50.2% | +30.0% | -13.0% |
| 3M | -19.9% | -50.5% | +30.5% | -13.2% |
| 6M | -37.4% | -42.9% | +5.5% | -34.2% |
| YTD | -40.1% | 0.0% | -40.1% | -41.7% |
| 1Y | -53.4% | -2.2% | -51.1% | -54.9% |
| 3Y | +10.4% | +289.4% | -279.0% | -12.7% |
| 5Y | +29.8% | -36.7% | +66.5% | +8.3% |
| All | +29.8% | -38.2% | +68.0% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling