+48.5%
HUT vs ABCL
+189.1%
-140.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.7% |
| 7D | +34.9% | +4.4% | +30.5% | +32.5% |
| 30D | -25.9% | -7.9% | -18.0% | -22.8% |
| 3M | -31.7% | +12.2% | -43.9% | -34.6% |
| 6M | -42.2% | +134.7% | -177.0% | -65.1% |
| YTD | +34.9% | +239.8% | -204.9% | -46.5% |
| 1Y | +48.5% | +192.7% | -144.2% | -25.0% |
| All | +48.5% | +189.1% | -140.5% | -25.0% |
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 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