-15.8%
F vs HUT
-31.8%
+15.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.6% | -15.3% | -2.5% |
| 7D | +1.6% | -11.4% | +12.9% | +2.1% |
| 30D | +2.6% | -41.0% | +43.7% | +7.9% |
| 3M | -8.8% | -41.9% | +33.1% | -4.7% |
| 6M | +4.6% | -51.7% | +56.3% | +10.3% |
| YTD | -1.9% | +14.6% | -16.5% | -9.9% |
| 1Y | -0.8% | +21.4% | -22.2% | -10.8% |
| 3Y | +43.5% | +359.8% | -316.3% | -7.4% |
| All | -15.8% | -31.8% | +15.9% | -38.1% |
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 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