+444.0%
ORLY vs HUT
+422.3%
+21.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.5% |
| 7D | -0.7% | +17.8% | -18.5% | -0.9% |
| 30D | -5.9% | +0.8% | -6.8% | -6.0% |
| 3M | -0.6% | -26.8% | +26.2% | -0.3% |
| 6M | -6.8% | +72.6% | -79.3% | -8.0% |
| YTD | -3.6% | +103.6% | -107.3% | -5.3% |
| 1Y | -16.3% | +265.3% | -281.6% | -18.9% |
| 3Y | +39.1% | +689.4% | -650.3% | +30.3% |
| 5Y | +125.4% | +75.3% | +50.1% | +112.5% |
| All | +444.0% | +422.3% | +21.7% | +339.0% |
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