+344.5%
QQQ vs HUT
+450.5%
-106.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -8.0% | +0.2% |
| 7D | -0.6% | +5.4% | -6.0% | -1.0% |
| 30D | -1.2% | +8.6% | -9.8% | -2.1% |
| 3M | -0.2% | -15.2% | +15.0% | +0.2% |
| 6M | +17.9% | +92.9% | -75.0% | +10.4% |
| YTD | +16.6% | +114.6% | -98.0% | +7.6% |
| 1Y | +23.0% | +208.5% | -185.5% | +9.1% |
| 3Y | +92.9% | +821.5% | -728.5% | +48.9% |
| 5Y | +95.6% | +101.8% | -6.2% | +53.7% |
| All | +344.5% | +450.5% | -106.0% | +179.0% |
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 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