+41.1%
AMGN vs HUT
+200.6%
-159.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -2.3% |
| 7D | -13.9% | +2.8% | -16.7% | -13.9% |
| 30D | -7.1% | +2.1% | -9.2% | -7.1% |
| 3M | +13.9% | -14.3% | +28.2% | +13.9% |
| 6M | +3.2% | +84.2% | -81.0% | +1.2% |
| YTD | +19.2% | +97.2% | -78.0% | +16.1% |
| 1Y | +41.1% | +192.7% | -151.6% | +37.1% |
| All | +41.1% | +200.6% | -159.5% | +37.1% |
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