+4,519.0%
AMD vs HUT
+240.9%
+4,278.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.6% | -0.2% | +6.2% |
| 7D | +13.1% | +24.8% | -11.6% | +10.0% |
| 30D | -7.0% | -28.4% | +21.4% | -2.8% |
| 3M | +16.6% | -31.2% | +47.8% | +21.8% |
| 6M | +20.5% | -40.2% | +60.8% | +28.0% |
| YTD | +158.2% | +32.9% | +125.3% | +146.6% |
| 1Y | +132.8% | +39.1% | +93.7% | +119.4% |
| 3Y | +366.2% | +462.8% | -96.5% | +249.4% |
| 5Y | +278.7% | -13.9% | +292.6% | +197.0% |
| All | +4,519.0% | +240.9% | +4,278.1% | +2,908.0% |
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