+168.2%
AEP vs HUT
+221.4%
-53.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.2% |
| 7D | +2.9% | +9.3% | -6.5% | +2.9% |
| 30D | +3.2% | -23.1% | +26.3% | +3.2% |
| 3M | +3.8% | -30.6% | +34.4% | +3.9% |
| 6M | +2.5% | -46.9% | +49.4% | +2.6% |
| YTD | +15.5% | +25.3% | -9.8% | +15.2% |
| 1Y | +9.6% | +59.8% | -50.2% | +9.3% |
| 3Y | +91.2% | +467.2% | -376.0% | +88.2% |
| 5Y | +88.2% | -24.6% | +112.8% | +84.7% |
| All | +168.2% | +221.4% | -53.3% | +150.1% |
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 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