+883.1%
HUT vs ABCL
-79.5%
+962.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +6.1% |
| 7D | +3.7% | +12.4% | -8.7% | -0.8% |
| 30D | -32.3% | -0.4% | -32.0% | -31.5% |
| 3M | -35.6% | +80.4% | -116.0% | -51.5% |
| 6M | -42.1% | +138.5% | -180.6% | -63.4% |
| YTD | +24.1% | +265.5% | -241.4% | -35.8% |
| 1Y | +27.9% | +219.7% | -191.8% | -29.2% |
| 3Y | +409.1% | +209.4% | +199.7% | +158.8% |
| 5Y | -25.9% | -15.0% | -10.9% | -42.7% |
| All | +883.1% | -79.5% | +962.6% | +979.0% |
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