+66.8%
T vs HUT
+422.3%
-355.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -2.0% |
| 7D | -1.3% | +17.8% | -19.1% | -1.4% |
| 30D | +11.4% | +0.8% | +10.5% | +11.3% |
| 3M | +14.3% | -26.8% | +41.1% | +14.5% |
| 6M | -9.3% | +72.6% | -81.8% | -10.1% |
| YTD | +7.1% | +103.6% | -96.5% | +5.7% |
| 1Y | -9.1% | +265.3% | -274.4% | -11.3% |
| 3Y | +105.3% | +689.4% | -584.1% | +93.6% |
| 5Y | +66.8% | +75.3% | -8.5% | +57.5% |
| All | +66.8% | +422.3% | -355.5% | +43.2% |
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