+65.7%
AMGN vs HUT
-2.9%
+68.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -23.2% | +27.0% | +3.3% |
| 7D | +5.9% | -29.5% | +35.4% | +5.5% |
| 30D | +18.7% | -45.2% | +63.9% | +18.0% |
| 3M | +23.4% | -51.6% | +75.0% | +22.7% |
| 6M | +49.7% | -37.3% | +87.1% | +47.6% |
| YTD | +49.2% | +6.5% | +42.6% | +45.2% |
| 1Y | +65.7% | +1.7% | +64.0% | +62.1% |
| All | +65.7% | -2.9% | +68.6% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling