+423.2%
HUT vs ABCL
+206.1%
+217.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -10.9% | +2.3% | -13.2% | -11.7% |
| 30D | -32.6% | -0.7% | -32.0% | -31.7% |
| 3M | -33.7% | +33.4% | -67.1% | -41.6% |
| 6M | -42.3% | +137.8% | -180.1% | -64.7% |
| YTD | +23.6% | +264.3% | -240.8% | -40.1% |
| 1Y | +20.4% | +209.2% | -188.8% | -36.2% |
| 3Y | +423.2% | +208.4% | +214.8% | +173.6% |
| All | +423.2% | +206.1% | +217.1% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling