+910.2%
SHOP vs HUT
+194.0%
+716.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +14.6% | -11.0% | +1.3% |
| 7D | -5.4% | -11.4% | +5.9% | -5.0% |
| 30D | -10.3% | -41.0% | +30.7% | -4.2% |
| 3M | +1.0% | -41.9% | +42.9% | +7.1% |
| 6M | +41.2% | -51.7% | +92.9% | +49.8% |
| YTD | -7.5% | +14.6% | -22.1% | -18.0% |
| 1Y | -4.6% | +21.4% | -26.0% | -17.5% |
| 3Y | +146.4% | +359.8% | -213.4% | +49.1% |
| 5Y | -2.5% | -27.5% | +24.9% | -33.8% |
| All | +910.2% | +194.0% | +716.2% | +412.0% |
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 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