+64.1%
USB vs HUT
+422.3%
-358.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -0.6% |
| 7D | +1.4% | +17.8% | -16.3% | +0.4% |
| 30D | -1.3% | +0.8% | -2.2% | -1.6% |
| 3M | +15.2% | -26.8% | +42.0% | +16.4% |
| 6M | +18.8% | +72.6% | -53.7% | +12.7% |
| YTD | +21.0% | +103.6% | -82.6% | +12.9% |
| 1Y | +34.0% | +265.3% | -231.3% | +18.9% |
| 3Y | +95.3% | +689.4% | -594.1% | +56.2% |
| 5Y | +40.4% | +75.3% | -35.0% | +14.5% |
| All | +64.1% | +422.3% | -358.2% | +0.1% |
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