-24.7%
U vs HUT
+1,267.5%
-1,292.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.6% | -9.1% | +2.3% |
| 7D | +36.6% | -11.4% | +47.9% | +37.9% |
| 30D | +13.3% | -41.0% | +54.4% | +24.9% |
| 3M | +26.2% | -41.9% | +68.1% | +37.4% |
| 6M | +88.7% | -51.7% | +140.4% | +108.2% |
| YTD | +16.6% | +14.6% | +2.0% | +0.6% |
| 1Y | +29.0% | +21.4% | +7.6% | +7.6% |
| 3Y | +99.5% | +359.8% | -260.3% | -2.4% |
| 5Y | -66.1% | -27.5% | -38.6% | -80.9% |
| All | -24.7% | +1,267.5% | -1,292.2% | -66.9% |
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