-17.2%
F vs HUT
-25.2%
+8.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.9% |
| 7D | -3.1% | +9.3% | -12.4% | -4.2% |
| 30D | 0.0% | -23.1% | +23.1% | +1.9% |
| 3M | -13.2% | -30.6% | +17.4% | -11.3% |
| 6M | -10.2% | -46.9% | +36.6% | -6.5% |
| YTD | -4.9% | +25.3% | -30.3% | -13.7% |
| 1Y | -6.1% | +59.8% | -65.9% | -18.4% |
| 3Y | +46.0% | +467.2% | -421.2% | -8.7% |
| All | -17.2% | -25.2% | +8.0% | -39.6% |
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