+3,959.8%
FIX vs HUT
+422.3%
+3,537.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | +1.2% |
| 7D | +6.0% | +17.8% | -11.8% | +4.1% |
| 30D | -7.2% | +0.8% | -8.1% | -7.5% |
| 3M | -15.9% | -26.8% | +10.9% | -13.6% |
| 6M | +12.7% | +72.6% | -59.8% | +5.3% |
| YTD | +72.8% | +103.6% | -30.8% | +57.9% |
| 1Y | +122.9% | +265.3% | -142.4% | +91.2% |
| 3Y | +774.3% | +689.4% | +84.9% | +572.0% |
| 5Y | +2,049.5% | +75.3% | +1,974.1% | +1,591.1% |
| All | +3,959.8% | +422.3% | +3,537.5% | +2,364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling