+884.3%
SHOP vs HUT
+422.3%
+462.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.5% |
| 7D | -5.1% | +17.8% | -22.9% | -7.6% |
| 30D | +0.6% | +0.8% | -0.3% | -0.1% |
| 3M | +25.0% | -26.8% | +51.8% | +27.5% |
| 6M | +11.9% | +72.6% | -60.7% | -3.5% |
| YTD | -9.9% | +103.6% | -113.5% | -25.5% |
| 1Y | 0.0% | +265.3% | -265.3% | -27.2% |
| 3Y | +117.5% | +689.4% | -571.9% | +23.1% |
| 5Y | -6.6% | +75.3% | -82.0% | -42.7% |
| All | +884.3% | +422.3% | +462.0% | +365.3% |
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