-33.8%
HUT vs ABCL
-21.8%
-12.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +6.7% | +7.8% | +11.2% |
| 7D | -11.4% | -3.2% | -8.2% | -9.6% |
| 30D | -41.0% | -7.4% | -33.6% | -38.0% |
| 3M | -41.9% | +81.9% | -123.8% | -59.1% |
| 6M | -51.7% | +135.7% | -187.4% | -72.4% |
| YTD | +14.6% | +247.4% | -232.8% | -47.9% |
| 1Y | +21.4% | +162.3% | -140.9% | -35.7% |
| 3Y | +359.8% | +165.5% | +194.4% | +110.8% |
| All | -33.8% | -21.8% | -12.0% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling