+249.6%
ALAB vs HUT
+598.8%
-349.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +8.3% | +5.4% | +10.6% |
| 7D | -5.6% | +3.7% | -9.2% | -8.0% |
| 30D | -36.6% | -32.3% | -4.3% | -27.5% |
| 3M | -35.1% | -35.6% | +0.5% | -25.2% |
| 6M | +8.5% | -42.1% | +50.6% | +29.2% |
| YTD | +30.4% | +24.1% | +6.2% | +15.3% |
| 1Y | +31.0% | +27.9% | +3.2% | +13.7% |
| All | +249.6% | +598.8% | -349.2% | +90.3% |
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