+895.7%
SHOP vs HUT
+246.0%
+649.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +2.1% | +34.9% | -32.8% | -2.7% |
| 30D | -16.8% | -25.9% | +9.0% | -14.3% |
| 3M | -2.4% | -31.7% | +29.3% | +0.9% |
| 6M | +47.0% | -42.2% | +89.3% | +51.9% |
| YTD | -8.8% | +34.9% | -43.7% | -21.2% |
| 1Y | -6.3% | +48.5% | -54.8% | -21.5% |
| 3Y | +139.3% | +471.2% | -331.9% | +39.9% |
| 5Y | -12.1% | -18.9% | +6.8% | -41.6% |
| All | +895.7% | +246.0% | +649.7% | +391.7% |
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