-80.3%
FIG vs HUT
+390.8%
-471.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.4% | -12.0% | -5.9% |
| 7D | -16.4% | +28.3% | -44.6% | -17.1% |
| 30D | -2.3% | +12.3% | -14.6% | -2.9% |
| 3M | +7.8% | -16.8% | +24.6% | +8.4% |
| 6M | -21.8% | +111.4% | -133.2% | -33.9% |
| YTD | -39.1% | +116.6% | -155.7% | -51.0% |
| 1Y | -56.6% | +290.5% | -347.1% | -72.4% |
| All | -80.3% | +390.8% | -471.1% | -87.5% |
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 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