-15.1%
F vs HUT
-30.5%
+15.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | -0.3% |
| 7D | -0.6% | +3.7% | -4.3% | -2.0% |
| 30D | +2.9% | -32.3% | +35.2% | +6.5% |
| 3M | -9.5% | -35.6% | +26.2% | -6.6% |
| 6M | +4.0% | -42.1% | +46.1% | +7.2% |
| YTD | -1.3% | +24.1% | -25.4% | -10.2% |
| 1Y | -1.9% | +27.9% | -29.8% | -12.4% |
| 3Y | +53.5% | +409.1% | -355.6% | -2.3% |
| 5Y | -15.1% | -25.9% | +10.8% | -38.5% |
| All | -15.1% | -30.5% | +15.4% | -38.5% |
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