+65.8%
AMGN vs HUT
+772.7%
-706.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.4% | -16.4% | -10.1% |
| 7D | -10.3% | +28.3% | -38.5% | -10.5% |
| 30D | -3.8% | +12.3% | -16.1% | -3.9% |
| 3M | +14.4% | -16.8% | +31.2% | +14.5% |
| 6M | +7.8% | +111.4% | -103.5% | +5.8% |
| YTD | +22.6% | +116.6% | -94.0% | +19.9% |
| 1Y | +44.2% | +290.5% | -246.2% | +39.1% |
| 3Y | +65.8% | +792.3% | -726.5% | +55.6% |
| All | +65.8% | +772.7% | -706.9% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling