+59.5%
USB vs HUT
+173.3%
-113.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -23.2% | +25.1% | +3.3% |
| 7D | +2.4% | -29.5% | +31.9% | +4.2% |
| 30D | +6.6% | -45.2% | +51.7% | +9.8% |
| 3M | -4.1% | -51.6% | +47.5% | -0.8% |
| 6M | +12.5% | -37.3% | +49.8% | +13.1% |
| YTD | +17.6% | +6.5% | +11.1% | +13.3% |
| 1Y | +36.5% | +1.7% | +34.8% | +31.0% |
| 3Y | +95.4% | +314.7% | -219.4% | +61.5% |
| 5Y | +26.1% | -33.4% | +59.6% | +8.3% |
| All | +59.5% | +173.3% | -113.8% | +0.4% |
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