+250.1%
SPOT vs HUT
+609.2%
-359.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.3% |
| 7D | -6.9% | +2.8% | -9.7% | -7.2% |
| 30D | +4.1% | +2.1% | +2.1% | +3.5% |
| 3M | +3.7% | -14.3% | +18.0% | +3.6% |
| 6M | -1.6% | +84.2% | -85.8% | -10.0% |
| YTD | -10.2% | +97.2% | -107.4% | -19.2% |
| 1Y | -25.9% | +192.7% | -218.6% | -37.3% |
| 3Y | +235.6% | +712.6% | -477.0% | +132.0% |
| 5Y | +110.6% | +85.5% | +25.1% | +50.8% |
| All | +250.1% | +609.2% | -359.1% | +116.6% |
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