+170.1%
AMGN vs HUT
+435.6%
-265.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.4% |
| 7D | -11.6% | +18.9% | -30.5% | -11.9% |
| 30D | -5.7% | +12.0% | -17.6% | -5.9% |
| 3M | +14.2% | -14.9% | +29.1% | +14.2% |
| 6M | +5.2% | +96.8% | -91.6% | +3.4% |
| YTD | +22.0% | +108.8% | -86.8% | +19.6% |
| 1Y | +43.6% | +227.4% | -183.7% | +39.3% |
| 3Y | +65.0% | +760.3% | -695.3% | +54.5% |
| 5Y | +112.0% | +86.1% | +26.0% | +99.6% |
| All | +170.1% | +435.6% | -265.4% | +123.7% |
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