+64.3%
AEP vs HUT
+90.5%
-26.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.2% |
| 7D | +1.8% | +17.8% | -16.0% | +1.8% |
| 30D | -0.8% | +0.8% | -1.7% | -0.8% |
| 3M | -1.8% | -26.8% | +24.9% | -1.8% |
| 6M | -5.4% | +72.6% | -77.9% | -5.7% |
| YTD | +10.4% | +103.6% | -93.2% | +10.0% |
| 1Y | +18.2% | +265.3% | -247.1% | +17.4% |
| 3Y | +79.0% | +689.4% | -610.5% | +73.6% |
| All | +64.3% | +90.5% | -26.2% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling