+104.3%
ABT vs HUT
+422.3%
-318.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.5% |
| 7D | -3.7% | +17.8% | -21.5% | -4.0% |
| 30D | +2.5% | +0.8% | +1.6% | +2.4% |
| 3M | +20.2% | -26.8% | +47.0% | +20.6% |
| 6M | -2.9% | +72.6% | -75.5% | -4.9% |
| YTD | -11.9% | +103.6% | -115.6% | -14.2% |
| 1Y | -16.5% | +265.3% | -281.8% | -20.4% |
| 3Y | +12.1% | +689.4% | -677.3% | +1.6% |
| 5Y | -7.4% | +75.3% | -82.7% | -16.0% |
| All | +104.3% | +422.3% | -318.0% | +59.7% |
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 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