+66.3%
T vs HUT
+455.5%
-389.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.4% |
| 7D | -1.5% | +28.3% | -29.8% | -1.8% |
| 30D | +7.6% | +12.3% | -4.7% | +7.4% |
| 3M | +15.3% | -16.8% | +32.1% | +15.4% |
| 6M | -8.5% | +111.4% | -119.8% | -9.5% |
| YTD | +6.8% | +116.6% | -109.8% | +5.3% |
| 1Y | -7.2% | +290.5% | -297.7% | -9.5% |
| 3Y | +108.2% | +792.3% | -684.0% | +96.0% |
| 5Y | +66.1% | +94.1% | -28.1% | +56.6% |
| All | +66.3% | +455.5% | -389.2% | +42.6% |
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