+3,651.4%
AMD vs HUT
+194.0%
+3,457.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +14.6% | -3.5% | +9.0% |
| 7D | -11.0% | -11.4% | +0.3% | -9.9% |
| 30D | -30.5% | -41.0% | +10.6% | -25.5% |
| 3M | -8.2% | -41.9% | +33.7% | -1.9% |
| 6M | +6.6% | -51.7% | +58.2% | +16.3% |
| YTD | +109.7% | +14.6% | +95.1% | +104.3% |
| 1Y | +88.9% | +21.4% | +67.5% | +81.3% |
| 3Y | +301.8% | +359.8% | -58.0% | +208.8% |
| 5Y | +229.4% | -27.5% | +256.8% | +163.8% |
| All | +3,651.4% | +194.0% | +3,457.4% | +2,392.1% |
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