+6.5%
FIX vs HUT
+13.4%
-7.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.6% | -9.1% | +0.6% |
| 7D | -17.5% | -11.4% | -6.1% | -14.3% |
| 30D | -41.6% | -41.0% | -0.5% | -31.8% |
| 3M | -40.6% | -41.9% | +1.3% | -31.0% |
| 6M | -49.4% | -51.7% | +2.3% | -39.4% |
| YTD | +9.2% | +14.6% | -5.4% | -0.9% |
| 1Y | +6.5% | +21.4% | -14.9% | -5.5% |
| All | +6.5% | +13.4% | -7.0% | -5.5% |
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 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