+99.5%
U vs HUT
+336.9%
-237.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.6% | -9.1% | +2.9% |
| 7D | +36.6% | -11.4% | +47.9% | +37.7% |
| 30D | +13.3% | -41.0% | +54.4% | +22.9% |
| 3M | +26.2% | -41.9% | +68.1% | +35.5% |
| 6M | +88.7% | -51.7% | +140.4% | +105.1% |
| YTD | +16.6% | +14.6% | +2.0% | +2.5% |
| 1Y | +29.0% | +21.4% | +7.6% | +10.2% |
| 3Y | +99.5% | +359.8% | -260.3% | +15.8% |
| All | +99.5% | +336.9% | -237.4% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling