+220.2%
V vs HUT
+455.5%
-235.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -2.0% |
| 7D | -1.1% | +28.3% | -29.3% | -2.2% |
| 30D | +1.9% | +12.3% | -10.4% | +1.2% |
| 3M | +15.5% | -16.8% | +32.3% | +15.7% |
| 6M | +16.6% | +111.4% | -94.8% | +10.6% |
| YTD | +5.7% | +116.6% | -110.8% | -0.4% |
| 1Y | +8.6% | +290.5% | -281.9% | -2.0% |
| 3Y | +52.5% | +792.3% | -739.8% | +25.0% |
| 5Y | +67.1% | +94.1% | -27.0% | +39.5% |
| All | +220.2% | +455.5% | -235.3% | +103.8% |
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 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