-33.8%
HUT vs AA
-15.4%
-18.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.9% | +11.7% | +12.8% |
| 7D | -11.4% | +0.9% | -12.3% | -12.3% |
| 30D | -41.0% | -6.7% | -34.4% | -38.6% |
| 3M | -41.9% | -16.3% | -25.6% | -35.8% |
| 6M | -51.7% | -37.1% | -14.6% | -36.4% |
| YTD | +14.6% | -25.0% | +39.6% | +32.1% |
| 1Y | +21.4% | +8.6% | +12.8% | +12.3% |
| 3Y | +359.8% | +57.2% | +302.6% | +227.1% |
| All | -33.8% | -15.4% | -18.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling