+680.0%
FLEX vs HUT
+422.3%
+257.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.7% | +0.7% |
| 7D | -0.9% | +17.8% | -18.7% | -3.0% |
| 30D | -10.1% | +0.8% | -11.0% | -10.5% |
| 3M | -31.3% | -26.8% | -4.6% | -29.1% |
| 6M | +71.3% | +72.6% | -1.3% | +60.4% |
| YTD | +81.2% | +103.6% | -22.4% | +65.6% |
| 1Y | +98.5% | +265.3% | -166.8% | +68.1% |
| 3Y | +428.2% | +689.4% | -261.2% | +283.1% |
| 5Y | +657.3% | +75.3% | +581.9% | +469.7% |
| All | +680.0% | +422.3% | +257.7% | +278.3% |
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