+582.5%
AMAT vs HUT
+173.3%
+409.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.2% | +20.0% | -0.3% |
| 7D | -11.2% | -29.5% | +18.3% | -7.6% |
| 30D | -31.9% | -45.2% | +13.3% | -26.9% |
| 3M | -32.3% | -51.6% | +19.3% | -26.5% |
| 6M | -5.4% | -37.3% | +31.9% | -1.2% |
| YTD | +44.3% | +6.5% | +37.7% | +40.5% |
| 1Y | +61.4% | +1.7% | +59.6% | +56.3% |
| 3Y | +170.6% | +314.7% | -144.1% | +104.3% |
| 5Y | +156.4% | -33.4% | +189.9% | +106.8% |
| All | +582.5% | +173.3% | +409.3% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling