+156.8%
AEP vs HUT
+435.6%
-278.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.6% |
| 7D | +0.9% | +18.9% | -18.0% | +0.9% |
| 30D | +1.5% | +12.0% | -10.5% | +1.5% |
| 3M | -1.7% | -14.9% | +13.2% | -1.7% |
| 6M | -4.0% | +96.8% | -100.8% | -4.3% |
| YTD | +10.6% | +108.8% | -98.2% | +10.3% |
| 1Y | +18.6% | +227.4% | -208.8% | +18.1% |
| 3Y | +78.7% | +760.3% | -681.6% | +75.9% |
| 5Y | +65.1% | +86.1% | -21.0% | +61.8% |
| All | +156.8% | +435.6% | -278.7% | +139.4% |
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 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