-83.2%
FIG vs HUT
+181.3%
-264.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +3.0% |
| 7D | -12.6% | +3.7% | -16.3% | -13.0% |
| 30D | -13.8% | -32.3% | +18.6% | -13.2% |
| 3M | -16.7% | -35.6% | +18.9% | -16.3% |
| 6M | -6.1% | -42.1% | +36.0% | -7.3% |
| YTD | -48.1% | +24.1% | -72.2% | -57.8% |
| 1Y | -56.2% | +27.9% | -84.0% | -65.6% |
| All | -83.2% | +181.3% | -264.5% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling