+17.5%
AEP vs HUT
+200.6%
-183.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.6% | -1.0% |
| 7D | -1.0% | +2.8% | -3.8% | -1.0% |
| 30D | -0.1% | +2.1% | -2.1% | -0.1% |
| 3M | -3.2% | -14.3% | +11.1% | -3.2% |
| 6M | -5.3% | +84.2% | -89.5% | -6.2% |
| YTD | +9.5% | +97.2% | -87.7% | +8.1% |
| 1Y | +17.5% | +192.7% | -175.2% | +16.6% |
| All | +17.5% | +200.6% | -183.1% | +16.6% |
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