-39.0%
U vs HUT
+2,329.7%
-2,368.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -2.4% |
| 7D | -3.8% | +17.8% | -21.6% | -7.4% |
| 30D | +17.5% | +0.8% | +16.6% | +16.0% |
| 3M | +38.7% | -26.8% | +65.5% | +43.9% |
| 6M | +104.4% | +72.6% | +31.9% | +67.4% |
| YTD | -5.7% | +103.6% | -109.3% | -26.6% |
| 1Y | +3.7% | +265.3% | -261.6% | -32.5% |
| 3Y | +12.3% | +689.4% | -677.1% | -50.5% |
| 5Y | -68.8% | +75.3% | -144.2% | -84.7% |
| All | -39.0% | +2,329.7% | -2,368.8% | -75.8% |
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 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