+287.0%
FLEX vs HUT
+398.0%
-111.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | -13.6% | -10.9% | -2.7% | -11.3% |
| 30D | -36.5% | -32.6% | -3.9% | -30.5% |
| 3M | -36.4% | -33.7% | -2.7% | -30.6% |
| 6M | -46.5% | -42.3% | -4.1% | -40.5% |
| YTD | +25.9% | +23.6% | +2.4% | +23.0% |
| 1Y | +19.6% | +20.4% | -0.8% | +15.9% |
| 3Y | +287.0% | +423.2% | -136.2% | +193.5% |
| All | +287.0% | +398.0% | -111.0% | +193.5% |
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 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