+37.0%
ORLY vs HUT
+764.1%
-727.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | -1.0% | +18.9% | -19.9% | -0.7% |
| 30D | -6.7% | +12.0% | -18.6% | -6.4% |
| 3M | -3.8% | -14.9% | +11.0% | -3.7% |
| 6M | -9.0% | +96.8% | -105.8% | -8.5% |
| YTD | -5.6% | +108.8% | -114.4% | -4.9% |
| 1Y | -19.5% | +227.4% | -246.9% | -18.3% |
| All | +37.0% | +764.1% | -727.1% | +42.4% |
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 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