+1.7%
HUT vs ABCL
+138.2%
-136.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.8% | -24.1% | -23.6% |
| 7D | -29.5% | -10.0% | -19.6% | -26.4% |
| 30D | -45.2% | -10.9% | -34.3% | -42.5% |
| 3M | -51.6% | +101.6% | -153.3% | -64.3% |
| 6M | -37.3% | +167.5% | -204.9% | -64.1% |
| YTD | +6.5% | +259.1% | -252.5% | -55.1% |
| 1Y | +1.7% | +152.2% | -150.4% | -43.4% |
| All | +1.7% | +138.2% | -136.5% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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