-37.5%
U vs HUT
+2,484.2%
-2,521.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.7% | +1.2% |
| 7D | +4.5% | +28.3% | -23.8% | -1.4% |
| 30D | -0.6% | +12.3% | -12.9% | -4.1% |
| 3M | +48.4% | -16.8% | +65.3% | +49.8% |
| 6M | +115.4% | +111.4% | +4.0% | +68.2% |
| YTD | -3.2% | +116.6% | -119.8% | -25.7% |
| 1Y | -6.0% | +290.5% | -296.5% | -39.8% |
| 3Y | +13.5% | +792.3% | -778.8% | -51.4% |
| 5Y | -68.0% | +94.1% | -162.1% | -84.6% |
| All | -37.5% | +2,484.2% | -2,521.6% | -75.5% |
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