-5.4%
AEP vs HUT
+86.0%
-91.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.1% |
| 7D | +1.8% | +17.8% | -16.0% | +2.1% |
| 30D | -0.8% | +0.8% | -1.7% | -0.8% |
| 3M | -1.8% | -26.8% | +24.9% | -2.3% |
| 6M | -5.4% | +72.6% | -77.9% | -6.6% |
| All | -5.4% | +86.0% | -91.4% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling