+968.5%
HUT vs ABCL
-81.0%
+1,049.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.7% |
| 7D | +34.9% | +4.4% | +30.5% | +32.6% |
| 30D | -25.9% | -7.9% | -18.0% | -22.6% |
| 3M | -31.7% | +12.2% | -43.9% | -35.2% |
| 6M | -42.2% | +134.7% | -177.0% | -63.3% |
| YTD | +34.9% | +239.8% | -204.9% | -28.2% |
| 1Y | +48.5% | +192.7% | -144.2% | -14.9% |
| 3Y | +471.2% | +187.6% | +283.6% | +198.9% |
| 5Y | -18.9% | -22.6% | +3.8% | -35.1% |
| All | +968.5% | -81.0% | +1,049.5% | +1,106.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling