+323.2%
QQQ vs HUT
+221.4%
+101.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.9% | -0.7% |
| 7D | +3.6% | +9.3% | -5.7% | +2.9% |
| 30D | -6.7% | -23.1% | +16.4% | -5.4% |
| 3M | -7.0% | -30.6% | +23.6% | -5.4% |
| 6M | -4.7% | -46.9% | +42.2% | -1.7% |
| YTD | +11.1% | +25.3% | -14.3% | +5.9% |
| 1Y | +12.3% | +59.8% | -47.6% | +4.6% |
| 3Y | +83.3% | +467.2% | -383.9% | +46.1% |
| 5Y | +77.5% | -24.6% | +102.1% | +47.1% |
| All | +323.2% | +221.4% | +101.8% | +174.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling