+10.8%
AEP vs HUT
-2.9%
+13.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.2% | +22.8% | -0.6% |
| 7D | +0.8% | -29.5% | +30.4% | +0.7% |
| 30D | +7.9% | -45.2% | +53.1% | +7.7% |
| 3M | +1.5% | -51.6% | +53.1% | +1.2% |
| 6M | -2.6% | -37.3% | +34.7% | -2.8% |
| YTD | +14.7% | +6.5% | +8.1% | +12.8% |
| 1Y | +10.8% | +1.7% | +9.0% | +9.4% |
| All | +10.8% | -2.9% | +13.6% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling