-83.2%
FIG vs HUT
+184.0%
-267.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.1% | +9.9% | +2.9% |
| 7D | +3.4% | +9.3% | -5.9% | +3.2% |
| 30D | -9.5% | -23.1% | +13.7% | -9.2% |
| 3M | -26.2% | -30.6% | +4.4% | -26.0% |
| 6M | +2.7% | -46.9% | +49.5% | +2.8% |
| YTD | -48.0% | +25.3% | -73.3% | -57.7% |
| 1Y | -52.0% | +59.8% | -111.9% | -64.6% |
| All | -83.2% | +184.0% | -267.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling