+14.4%
FIX vs HUT
-2.9%
+17.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -23.2% | +8.1% | -7.5% |
| 7D | -18.9% | -29.5% | +10.6% | -9.6% |
| 30D | -36.3% | -45.2% | +8.9% | -23.8% |
| 3M | -38.5% | -51.6% | +13.1% | -24.6% |
| 6M | -42.3% | -37.3% | -4.9% | -36.1% |
| YTD | +17.1% | +6.5% | +10.6% | +9.0% |
| 1Y | +14.4% | +1.7% | +12.7% | +7.8% |
| All | +14.4% | -2.9% | +17.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling