+108.0%
AMGN vs HUT
+102.6%
+5.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.4% | -16.4% | -10.2% |
| 7D | -10.3% | +28.3% | -38.5% | -10.7% |
| 30D | -3.8% | +12.3% | -16.1% | -4.0% |
| 3M | +14.4% | -16.8% | +31.2% | +14.5% |
| 6M | +7.8% | +111.4% | -103.5% | +5.5% |
| YTD | +22.6% | +116.6% | -94.0% | +19.5% |
| 1Y | +44.2% | +290.5% | -246.2% | +38.2% |
| 3Y | +65.8% | +792.3% | -726.5% | +51.8% |
| 5Y | +108.0% | +94.1% | +13.8% | +94.6% |
| All | +108.0% | +102.6% | +5.3% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling