+146.4%
SHOP vs HUT
+336.9%
-190.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +14.6% | -11.0% | +1.6% |
| 7D | -5.4% | -11.4% | +5.9% | -5.1% |
| 30D | -10.3% | -41.0% | +30.7% | -4.7% |
| 3M | +1.0% | -41.9% | +42.9% | +6.6% |
| 6M | +41.2% | -51.7% | +92.9% | +49.1% |
| YTD | -7.5% | +14.6% | -22.1% | -19.8% |
| 1Y | -4.6% | +21.4% | -26.0% | -19.6% |
| 3Y | +146.4% | +359.8% | -213.4% | +47.8% |
| All | +146.4% | +336.9% | -190.5% | +47.8% |
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