+151.4%
ORCL vs HUT
+156.6%
-5.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.1% | -0.8% | -6.5% |
| 7D | -17.5% | -30.8% | +13.4% | -15.3% |
| 30D | -20.2% | -50.2% | +30.0% | -16.2% |
| 3M | -19.9% | -50.5% | +30.5% | -16.1% |
| 6M | -37.4% | -42.9% | +5.5% | -35.5% |
| YTD | -40.1% | 0.0% | -40.1% | -40.8% |
| 1Y | -53.4% | -2.2% | -51.1% | -54.1% |
| 3Y | +10.4% | +289.4% | -279.0% | -2.0% |
| 5Y | +29.8% | -36.7% | +66.5% | +16.2% |
| All | +151.4% | +156.6% | -5.2% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling