+584.6%
AMAT vs HUT
+221.4%
+363.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.1% | +4.4% | -1.8% |
| 7D | +11.4% | +9.3% | +2.0% | +10.1% |
| 30D | -17.0% | -23.1% | +6.1% | -14.6% |
| 3M | -30.6% | -30.6% | 0.0% | -28.0% |
| 6M | -14.9% | -46.9% | +31.9% | -9.0% |
| YTD | +44.7% | +25.3% | +19.4% | +38.1% |
| 1Y | +66.9% | +59.8% | +7.1% | +53.6% |
| 3Y | +153.3% | +467.2% | -313.9% | +84.5% |
| 5Y | +146.2% | -24.6% | +170.9% | +95.2% |
| All | +584.6% | +221.4% | +363.1% | +264.4% |
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