+86.3%
HUT vs ABCL
-41.3%
+127.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.8% |
| 7D | +17.8% | +0.7% | +17.1% | +17.4% |
| 30D | +0.8% | +93.1% | -92.2% | -30.5% |
| 3M | -26.8% | +79.4% | -106.2% | -49.5% |
| 6M | +72.6% | +214.9% | -142.3% | -12.4% |
| YTD | +103.6% | +234.2% | -130.6% | -1.9% |
| 1Y | +265.3% | +174.8% | +90.5% | +93.3% |
| 3Y | +689.4% | +104.5% | +584.9% | +328.8% |
| All | +86.3% | -41.3% | +127.6% | +35.4% |
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