-9.9%
ABT vs HUT
+102.6%
-112.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -8.9% | -2.7% |
| 7D | -3.1% | +28.3% | -31.4% | -3.7% |
| 30D | -2.1% | +12.3% | -14.4% | -2.4% |
| 3M | +17.4% | -16.8% | +34.2% | +17.6% |
| 6M | -2.4% | +111.4% | -113.8% | -5.2% |
| YTD | -14.2% | +116.6% | -130.8% | -17.0% |
| 1Y | -18.3% | +290.5% | -308.8% | -23.0% |
| 3Y | +11.5% | +792.3% | -780.8% | -3.3% |
| 5Y | -9.9% | +94.1% | -104.0% | -22.7% |
| All | -9.9% | +102.6% | -112.5% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling